Title |
Asymmetry and nonlinearity in forecasting multivariate stock market volatility / Moritz Daniel Heiden. Betreuer: Yarema Okhrin |
|---|---|
Involved |
Moritz Daniel Heiden (Verfasser) |
Published |
Augsburg: Universität Augsburg |
Extent |
Online-Ressource |
Thesis |
Augsburg, Universität Augsburg, Diss., 2015 |
Language |
|
Country |
|
Topic |
|
Subject |
Aktienmarkt
Börsenkurs Volatilität Prognoseverfahren
Kopula (Mathematik)
Nichtlineare Regression Portfolio Selection Prognoseverfahren Volatilität Kopula Mathematik |
Persistent identifier |
|
Record ID |
1084583909 |
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