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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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Showing 1 to 2 of 2 (0.061 seconds)

Spelling suggestions: "subject:"hochfrequenten daten"" "subject:"hochfrequenten eaten""

1

Nonparametric Methods in Spot Volatility Estimation / Nichtparametrische Methoden für das Schätzen der Spot-Volatilität

Schmidt-Hieber, Anselm Johannes 26 October 2010 (has links)
No description available.
Adaptives Schätzen
Fourierreihen
hochfrequente Daten
Volterra Prozess
Minimax
Mikrostrukturrauschen
nichtparametrisches Schätzen
Semimartingal
Spot-Volatilität
Wavelets
Adaptive estimation
Fourier series
high-frequency data
Volterra process
minimax
microstructure noise
nonparametric estimation
semimartingale
spot volatility
wavelets
2

Bipower-variation bei Finanzmarktdaten mit unregelmaessigen Beobachtungsabstaenden / Bipower-variation for irregulary financial data

Janicke, Nico 07 January 2008 (has links)
No description available.
510 Mathematik
Mathematics and Computer Science
Bipowervariation
Volatilitaetsderivat
integrierte Volatilitaet
integrierte Varianz
stetige Prozesse
Sprungprozesse
hochfrequente Daten
unregelmaessige Abstaende
selbstahenliche Prozesse
Bipowervariation
volatility derivative
integrated volatility
integrated variance
contionuous process
jump process
high frequency data
irregularly spaced
self-similar process
31.73

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