Taming the skew: higher-order moments in modeling asset price processes in finance
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
1997
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
5976 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w5976.pdf |
| Umfang: | 42 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV011683050 | ||
| 003 | DE-604 | ||
| 005 | 19980121 | ||
| 007 | t| | ||
| 008 | 971212s1997 xxud||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)36805606 | ||
| 035 | |a (DE-599)BVBBV011683050 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-19 |a DE-521 | ||
| 050 | 0 | |a HB1 | |
| 100 | 1 | |a Das, Sanjiv R. |e Verfasser |0 (DE-588)130410004 |4 aut | |
| 245 | 1 | 0 | |a Taming the skew |b higher-order moments in modeling asset price processes in finance |c Sanjiv Ranjan Das ; Rangarajan K. Sundaram |
| 264 | 1 | |a Cambridge, Mass. |c 1997 | |
| 300 | |a 42 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 5976 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Assets (Accounting) |x Prices |x Forecasting |x Econometric models | |
| 700 | 1 | |a Sundaram, Rangarajan K. |e Verfasser |0 (DE-588)124926207 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 5976 |w (DE-604)BV002801238 |9 5976 | |
| 856 | 4 | 1 | |u http://papers.nber.org/papers/w5976.pdf |z kostenfrei |3 Volltext |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-007876809 | |
Datensatz im Suchindex
| _version_ | 1818954103107092480 |
|---|---|
| any_adam_object | |
| author | Das, Sanjiv R. Sundaram, Rangarajan K. |
| author_GND | (DE-588)130410004 (DE-588)124926207 |
| author_facet | Das, Sanjiv R. Sundaram, Rangarajan K. |
| author_role | aut aut |
| author_sort | Das, Sanjiv R. |
| author_variant | s r d sr srd r k s rk rks |
| building | Verbundindex |
| bvnumber | BV011683050 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1 |
| callnumber-search | HB1 |
| callnumber-sort | HB 11 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)36805606 (DE-599)BVBBV011683050 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01357nam a2200349 cb4500</leader><controlfield tag="001">BV011683050</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">19980121 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">971212s1997 xxud||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)36805606</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV011683050</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-521</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Das, Sanjiv R.</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)130410004</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Taming the skew</subfield><subfield code="b">higher-order moments in modeling asset price processes in finance</subfield><subfield code="c">Sanjiv Ranjan Das ; Rangarajan K. Sundaram</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="c">1997</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">42 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">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">5976</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Assets (Accounting)</subfield><subfield code="x">Prices</subfield><subfield code="x">Forecasting</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Sundaram, Rangarajan K.</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)124926207</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">5976</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">5976</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://papers.nber.org/papers/w5976.pdf</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-007876809</subfield></datafield></record></collection> |
| id | DE-604.BV011683050 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T10:16:50Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007876809 |
| oclc_num | 36805606 |
| open_access_boolean | 1 |
| owner | DE-19 DE-BY-UBM DE-521 |
| owner_facet | DE-19 DE-BY-UBM DE-521 |
| physical | 42 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Das, Sanjiv R. Verfasser (DE-588)130410004 aut Taming the skew higher-order moments in modeling asset price processes in finance Sanjiv Ranjan Das ; Rangarajan K. Sundaram Cambridge, Mass. 1997 42 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5976 Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models Sundaram, Rangarajan K. Verfasser (DE-588)124926207 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5976 (DE-604)BV002801238 5976 http://papers.nber.org/papers/w5976.pdf kostenfrei Volltext |
| spellingShingle | Das, Sanjiv R. Sundaram, Rangarajan K. Taming the skew higher-order moments in modeling asset price processes in finance National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models |
| title | Taming the skew higher-order moments in modeling asset price processes in finance |
| title_auth | Taming the skew higher-order moments in modeling asset price processes in finance |
| title_exact_search | Taming the skew higher-order moments in modeling asset price processes in finance |
| title_full | Taming the skew higher-order moments in modeling asset price processes in finance Sanjiv Ranjan Das ; Rangarajan K. Sundaram |
| title_fullStr | Taming the skew higher-order moments in modeling asset price processes in finance Sanjiv Ranjan Das ; Rangarajan K. Sundaram |
| title_full_unstemmed | Taming the skew higher-order moments in modeling asset price processes in finance Sanjiv Ranjan Das ; Rangarajan K. Sundaram |
| title_short | Taming the skew |
| title_sort | taming the skew higher order moments in modeling asset price processes in finance |
| title_sub | higher-order moments in modeling asset price processes in finance |
| topic | Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models |
| topic_facet | Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models |
| url | http://papers.nber.org/papers/w5976.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT dassanjivr tamingtheskewhigherordermomentsinmodelingassetpriceprocessesinfinance AT sundaramrangarajank tamingtheskewhigherordermomentsinmodelingassetpriceprocessesinfinance |