Global ETD Search

1	Application of Hidden Markov and Hidden Semi-Markov Models to Financial Time Series / Application of Hidden Markov and Hidden Semi-Markov Models to Financial Time Series Bulla, Jan 06 July 2006 (has links) No description available. 310 Statistik LM - LZ Economics and Management Science Hidden Markov Modell Hidden Semi-Markov Modell Finanzzeitreihen Parameterschätzung Hidden Markov Model Hidden Semi-Markov Model Financial Time Series Computational Issues Parameter Estimation 31.73 31.70
2	Applications of Advanced Time Series Models to Analyze the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios / Anwendungen moderner Zeitreihenverfahren zur Analyse zeitvariabler Zusammenhänge zwischen gesamtwirtschaftlichen Entwicklungen, Fundamentaldaten und europäischen Branchenportfolios Mergner, Sascha 04 March 2008 (has links) No description available. 310 Statistik LCB 000 LCB 405 EGCM 100 EGCP 200 EJBB 840 Economics and Management Science Finanzzeitreihen Gauß'sche Zustandsraummodelle Kalman Filter Markov Regime Switching Stochastische Volatilität Zeitvariable Betas Bedingtes Faktormodell Branchenportfolios Financial Time Series Gaussian State Space Model Kalman Filter Markov Regime Switching Stochastic Volatility Efficient Monte Carlo Likelihood Time-Varying Beta Risk Conditional Factor Model Industry Portfolios 31.70 85.30