Tail index and quantile estimation with very high frequency data:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Munich
1996
|
| Schriftenreihe: | Center for Economic Studies <München>: CES Working paper series
116 |
| Schlagwörter: | |
| Umfang: | 19 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV011304182 | ||
| 003 | DE-604 | ||
| 005 | 20010404 | ||
| 007 | t| | ||
| 008 | 970416s1996 xx d||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)75738737 | ||
| 035 | |a (DE-599)BVBBV011304182 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-19 |a DE-12 |a DE-188 | ||
| 100 | 1 | |a Vries, Casper G. de |d 1955- |e Verfasser |0 (DE-588)115392653 |4 aut | |
| 245 | 1 | 0 | |a Tail index and quantile estimation with very high frequency data |c Casper G. de Vries ; Jón Daníelson |
| 264 | 1 | |a Munich |c 1996 | |
| 300 | |a 19 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Center for Economic Studies <München>: CES Working paper series |v 116 | |
| 650 | 0 | 7 | |a Kapitalanlage |0 (DE-588)4073213-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Schätztheorie |0 (DE-588)4121608-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Risikoanalyse |0 (DE-588)4137042-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Kapitalanlage |0 (DE-588)4073213-7 |D s |
| 689 | 0 | 1 | |a Risikoanalyse |0 (DE-588)4137042-9 |D s |
| 689 | 0 | 2 | |a Schätztheorie |0 (DE-588)4121608-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Danielsson, Jón |e Verfasser |4 aut | |
| 830 | 0 | |a Center for Economic Studies <München>: CES Working paper series |v 116 |w (DE-604)BV004625339 |9 116 | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-007592293 | |
Datensatz im Suchindex
| _version_ | 1818953673795960832 |
|---|---|
| any_adam_object | |
| author | Vries, Casper G. de 1955- Danielsson, Jón |
| author_GND | (DE-588)115392653 |
| author_facet | Vries, Casper G. de 1955- Danielsson, Jón |
| author_role | aut aut |
| author_sort | Vries, Casper G. de 1955- |
| author_variant | c g d v cgd cgdv j d jd |
| building | Verbundindex |
| bvnumber | BV011304182 |
| ctrlnum | (OCoLC)75738737 (DE-599)BVBBV011304182 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01356nam a2200361 cb4500</leader><controlfield tag="001">BV011304182</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20010404 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">970416s1996 xx d||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)75738737</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV011304182</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Vries, Casper G. de</subfield><subfield code="d">1955-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)115392653</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Tail index and quantile estimation with very high frequency data</subfield><subfield code="c">Casper G. de Vries ; Jón Daníelson</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Munich</subfield><subfield code="c">1996</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">19 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Center for Economic Studies <München>: CES Working paper series</subfield><subfield code="v">116</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalanlage</subfield><subfield code="0">(DE-588)4073213-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Schätztheorie</subfield><subfield code="0">(DE-588)4121608-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikoanalyse</subfield><subfield code="0">(DE-588)4137042-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kapitalanlage</subfield><subfield code="0">(DE-588)4073213-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Risikoanalyse</subfield><subfield code="0">(DE-588)4137042-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Schätztheorie</subfield><subfield code="0">(DE-588)4121608-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Danielsson, Jón</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Center for Economic Studies <München>: CES Working paper series</subfield><subfield code="v">116</subfield><subfield code="w">(DE-604)BV004625339</subfield><subfield code="9">116</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-007592293</subfield></datafield></record></collection> |
| id | DE-604.BV011304182 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T10:10:01Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007592293 |
| oclc_num | 75738737 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-12 DE-188 |
| owner_facet | DE-19 DE-BY-UBM DE-12 DE-188 |
| physical | 19 S. graph. Darst. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| record_format | marc |
| series | Center for Economic Studies <München>: CES Working paper series |
| series2 | Center for Economic Studies <München>: CES Working paper series |
| spelling | Vries, Casper G. de 1955- Verfasser (DE-588)115392653 aut Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Daníelson Munich 1996 19 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Center for Economic Studies <München>: CES Working paper series 116 Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Schätztheorie (DE-588)4121608-8 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 s Risikoanalyse (DE-588)4137042-9 s Schätztheorie (DE-588)4121608-8 s DE-604 Danielsson, Jón Verfasser aut Center for Economic Studies <München>: CES Working paper series 116 (DE-604)BV004625339 116 |
| spellingShingle | Vries, Casper G. de 1955- Danielsson, Jón Tail index and quantile estimation with very high frequency data Center for Economic Studies <München>: CES Working paper series Kapitalanlage (DE-588)4073213-7 gnd Schätztheorie (DE-588)4121608-8 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| subject_GND | (DE-588)4073213-7 (DE-588)4121608-8 (DE-588)4137042-9 |
| title | Tail index and quantile estimation with very high frequency data |
| title_auth | Tail index and quantile estimation with very high frequency data |
| title_exact_search | Tail index and quantile estimation with very high frequency data |
| title_full | Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Daníelson |
| title_fullStr | Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Daníelson |
| title_full_unstemmed | Tail index and quantile estimation with very high frequency data Casper G. de Vries ; Jón Daníelson |
| title_short | Tail index and quantile estimation with very high frequency data |
| title_sort | tail index and quantile estimation with very high frequency data |
| topic | Kapitalanlage (DE-588)4073213-7 gnd Schätztheorie (DE-588)4121608-8 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| topic_facet | Kapitalanlage Schätztheorie Risikoanalyse |
| volume_link | (DE-604)BV004625339 |
| work_keys_str_mv | AT vriescaspergde tailindexandquantileestimationwithveryhighfrequencydata AT danielssonjon tailindexandquantileestimationwithveryhighfrequencydata |