NDLTD Global ETD Search
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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.

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Financial Models of Interaction Based on Marked Point Processes and Gaussian Fields / Modellierung von Interaktionseffekten in Finanzdaten mittels Markierter Punktprozesse und Gaußscher Zufallsfelder

Malinowski, Alexander 18 December 2012 (has links)
No description available.
510 Mathematik
Mathematics and Computer Science
Markierter Punktprozess
Interaktion
Transaktionsdaten
nicht-ergodisch
Tailindex
max-stabiler Prozess
Peaks-Over-Threshold
marked point process
mark-location dependence
transaction data
high-frequency data
non-ergodic
tail index
max-stable process
peaks-over-threshold
31.70 Wahrscheinlichkeitsrechnung

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