Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Wiesbaden
Springer Gabler
2022
|
| Series: | Gabler Theses
|
| Subjects: | |
| Physical Description: | XXII, 237 Seiten Illustrationen |
| ISBN: | 9783658386177 |
| ISSN: | 2731-3239 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV048520961 | ||
| 003 | DE-604 | ||
| 005 | 20221114 | ||
| 007 | t | ||
| 008 | 221019s2022 a||| m||| 00||| eng d | ||
| 020 | |a 9783658386177 |9 978-3-658-38617-7 | ||
| 035 | |a (OCoLC)1346620995 | ||
| 035 | |a (DE-599)BVBBV048520961 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 | ||
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a SK 470 |0 (DE-625)143241: |2 rvk | ||
| 100 | 1 | |a Old, Oliver |e Verfasser |0 (DE-588)1202743196 |4 aut | |
| 245 | 1 | 0 | |a Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |c Oliver Old |
| 264 | 1 | |a Wiesbaden |b Springer Gabler |c 2022 | |
| 300 | |a XXII, 237 Seiten |b Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Gabler Theses |x 2731-3239 | |
| 502 | |b Dissertation |c Fakultät für Wirtschaftswissenschaften, FernUniversität in Hagen |d 2021 | ||
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a GARCH-Prozess |0 (DE-588)4346436-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Spline-Funktion |0 (DE-588)4056332-7 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a GARCH-Prozess |0 (DE-588)4346436-1 |D s |
| 689 | 0 | 1 | |a Spline-Funktion |0 (DE-588)4056332-7 |D s |
| 689 | 0 | 2 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 776 | 1 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-3-658-38618-4 |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-033897848 | ||
Record in the Search Index
| _version_ | 1804184507373322240 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Old, Oliver |
| author_GND | (DE-588)1202743196 |
| author_facet | Old, Oliver |
| author_role | aut |
| author_sort | Old, Oliver |
| author_variant | o o oo |
| building | Verbundindex |
| bvnumber | BV048520961 |
| classification_rvk | QH 237 SK 470 |
| ctrlnum | (OCoLC)1346620995 (DE-599)BVBBV048520961 |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01538nam a2200409 c 4500</leader><controlfield tag="001">BV048520961</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20221114 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">221019s2022 a||| m||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783658386177</subfield><subfield code="9">978-3-658-38617-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1346620995</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048520961</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 470</subfield><subfield code="0">(DE-625)143241:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Old, Oliver</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1202743196</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model</subfield><subfield code="c">Oliver Old</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Wiesbaden</subfield><subfield code="b">Springer Gabler</subfield><subfield code="c">2022</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXII, 237 Seiten</subfield><subfield code="b">Illustrationen</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Gabler Theses</subfield><subfield code="x">2731-3239</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="b">Dissertation</subfield><subfield code="c">Fakultät für Wirtschaftswissenschaften, FernUniversität in Hagen</subfield><subfield code="d">2021</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">GARCH-Prozess</subfield><subfield code="0">(DE-588)4346436-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Spline-Funktion</subfield><subfield code="0">(DE-588)4056332-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">GARCH-Prozess</subfield><subfield code="0">(DE-588)4346436-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Spline-Funktion</subfield><subfield code="0">(DE-588)4056332-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="1" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-658-38618-4</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033897848</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV048520961 |
| illustrated | Illustrated |
| index_date | 2024-07-03T20:49:53Z |
| indexdate | 2024-07-10T09:40:26Z |
| institution | BVB |
| isbn | 9783658386177 |
| issn | 2731-3239 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033897848 |
| oclc_num | 1346620995 |
| open_access_boolean | |
| owner | DE-384 |
| owner_facet | DE-384 |
| physical | XXII, 237 Seiten Illustrationen |
| publishDate | 2022 |
| publishDateSearch | 2022 |
| publishDateSort | 2022 |
| publisher | Springer Gabler |
| record_format | marc |
| 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 |