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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

Search results

Showing 21 to 28 of 28 (0.017 seconds)

Spelling suggestions: "subject:"GARCH messprozess"" "subject:"GARCH abbauprozess""

21

ARCH-/GARCH-Modelle und deterministisches Chaos : eine empirische Analyse von Renditezeitreihen des Swiss Market Index (SMI) /

Gadient, Yves. January 2006 (has links) (PDF)
Diss. Nr. 3212 Wirtschaftswiss. St. Gallen, 2006. / Literaturverz.
22

Macroeconomic Influences on Beta

Bertone, Philippe. January 2006 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2006.
23

Robustness Issues in the Statistical Analysis of GARCH Processes with Applications to Finance

Boerlin, Christoph. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.
24

Arch-/Garch-Modelle und Deterministisches Chaos -eine empirische Analyse von Renditezeitreihen des Swiss Market Index (SMI) /

Gadient, Yves. January 2006 (has links)
Thesis (doctoral)--Universität St. Gallen, 2006.
25

Die Theorie nichtlinearer Prozesse und ihre Bedeutung für die Bewertung von Aktienoptionen /

Willems, Guido. January 1999 (has links)
Universiẗat, Diss.--Köln, 1999. / Literaturverz. S. 168 - 193.
26

Volatility Modeling and Straddle Trading

Spicher, Joel. January 2006 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2006.
27

Financial risk management with Bayesian estimation of GARCH models theory and applications

Ardia, David January 2008 (has links)
Zugl.: Fribourg, Univ., Diss., 2008 u.d.T.: Ardia, David: Bayesian estimation of single regime and regime switching GARCH models
28

Kenngrößen für die Abhängigkeitsstruktur in Extremwertzeitreihen / Characteristics for Dependence in Time Series of Extreme Values

Ehlert, Andree 31 August 2010 (has links)
No description available.
Extremwerttheorie
max-stabiler Prozess
extremale Abhängigkeit
Mengenkorrelation
positiv definit
homometrisch
Kristallographie
Spektraldarstellung
GARCH Prozess
max-stable process
extremal index
extremal coefficient function
set correlation
positive definite
homometric
crystallography
spectral representation
Herglotz's theorem
long memory
GARCH

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