Show simple item record

2001-01-26Buch DOI: 10.18452/3452
Time Inhomogeneous Multiple Volatility Modelling
dc.contributor.authorHärdle, Wolfgang Karl
dc.contributor.authorHerwartz, Helmut
dc.contributor.authorSpokoiny, Vladimir
dc.date.accessioned2017-06-15T21:02:22Z
dc.date.available2017-06-15T21:02:22Z
dc.date.created2005-10-07
dc.date.issued2001-01-26
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4104
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectadaptive estimationeng
dc.subjectstochastic volatility modeleng
dc.subjectlocal homogeneityeng
dc.subject.ddc330 Wirtschaft
dc.titleTime Inhomogeneous Multiple Volatility Modelling
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10048628
dc.identifier.doihttp://dx.doi.org/10.18452/3452
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages40
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2001
local.edoc.container-issue7
local.edoc.container-year2001
local.edoc.container-erstkatid2135319-0

Show simple item record