Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Wiesbaden
Springer Gabler
2022
|
| Schriftenreihe: | Gabler Theses
|
| Schlagworte: | |
| Beschreibung: | XXII, 237 Seiten Illustrationen |
| ISBN: | 9783658386177 |
| ISSN: | 2731-3239 |
Internformat
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Datensatz im Suchindex
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| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
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| illustrated | Illustrated |
| index_date | 2024-07-03T20:49:53Z |
| indexdate | 2024-07-10T09:40:26Z |
| institution | BVB |
| isbn | 9783658386177 |
| issn | 2731-3239 |
| language | English |
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| physical | XXII, 237 Seiten Illustrationen |
| publishDate | 2022 |
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| series2 | Gabler Theses |
| spelling | Old, Oliver Verfasser (DE-588)1202743196 aut Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model Oliver Old Wiesbaden Springer Gabler 2022 XXII, 237 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Gabler Theses 2731-3239 Dissertation Fakultät für Wirtschaftswissenschaften, FernUniversität in Hagen 2021 Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf Spline-Funktion (DE-588)4056332-7 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content GARCH-Prozess (DE-588)4346436-1 s Spline-Funktion (DE-588)4056332-7 s Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Erscheint auch als Online-Ausgabe 978-3-658-38618-4 |
| spellingShingle | Old, Oliver Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model Zeitreihenanalyse (DE-588)4067486-1 gnd GARCH-Prozess (DE-588)4346436-1 gnd Spline-Funktion (DE-588)4056332-7 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4346436-1 (DE-588)4056332-7 (DE-588)4113937-9 |
| title | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |
| title_auth | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |
| title_exact_search | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |
| title_exact_search_txtP | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |
| title_full | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model Oliver Old |
| title_fullStr | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model Oliver Old |
| title_full_unstemmed | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model Oliver Old |
| title_short | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |
| title_sort | modeling time varying unconditional variance by means of a free knot spline garch model |
| topic | Zeitreihenanalyse (DE-588)4067486-1 gnd GARCH-Prozess (DE-588)4346436-1 gnd Spline-Funktion (DE-588)4056332-7 gnd |
| topic_facet | Zeitreihenanalyse GARCH-Prozess Spline-Funktion Hochschulschrift |
| work_keys_str_mv | AT oldoliver modelingtimevaryingunconditionalvariancebymeansofafreeknotsplinegarchmodel |