Verfügbarkeit: Control charts for the mean and the autocovariances of financial time series

Control charts for the mean and the autocovariances of financial time series:

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Bibliographische Detailangaben
Beteilige Person:	Rosołowski, Maciej 1974- (VerfasserIn)
Format:	Hochschulschrift/Dissertation Buch
Sprache:	Englisch
Veröffentlicht:	2003
Schlagwörter:	Kapitalmarkttheorie - Zeitreihenanalyse - GARCH-Prozess - Qualitätsregelkarte Kapitalmarkttheorie Zeitreihenanalyse GARCH-Prozess Qualitätsregelkarte Hochschulschrift
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013034303&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	II, 139 S. graph. Darst. 30 cm

Internformat

MARC


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Datensatz im Suchindex

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author	Rosołowski, Maciej 1974-
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ctrlnum	(OCoLC)254208017 (DE-599)BVBBV019706846
discipline	Mathematik Wirtschaftswissenschaften
format	Thesis Book
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physical	II, 139 S. graph. Darst. 30 cm
publishDate	2003
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spelling	Rosołowski, Maciej 1974- Verfasser (DE-588)128957603 aut Control charts for the mean and the autocovariances of financial time series von Maciej Rosołowski 2003 II, 139 S. graph. Darst. 30 cm txt rdacontent n rdamedia nc rdacarrier Frankfurt (Oder), Europa-Univ., Diss., 2003 Kapitalmarkttheorie - Zeitreihenanalyse - GARCH-Prozess - Qualitätsregelkarte Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf Qualitätsregelkarte (DE-588)4032320-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Kapitalmarkttheorie (DE-588)4137411-3 s Zeitreihenanalyse (DE-588)4067486-1 s GARCH-Prozess (DE-588)4346436-1 s Qualitätsregelkarte (DE-588)4032320-1 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013034303&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Rosołowski, Maciej 1974- Control charts for the mean and the autocovariances of financial time series Kapitalmarkttheorie - Zeitreihenanalyse - GARCH-Prozess - Qualitätsregelkarte Kapitalmarkttheorie (DE-588)4137411-3 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd GARCH-Prozess (DE-588)4346436-1 gnd Qualitätsregelkarte (DE-588)4032320-1 gnd
subject_GND	(DE-588)4137411-3 (DE-588)4067486-1 (DE-588)4346436-1 (DE-588)4032320-1 (DE-588)4113937-9
title	Control charts for the mean and the autocovariances of financial time series
title_auth	Control charts for the mean and the autocovariances of financial time series
title_exact_search	Control charts for the mean and the autocovariances of financial time series
title_full	Control charts for the mean and the autocovariances of financial time series von Maciej Rosołowski
title_fullStr	Control charts for the mean and the autocovariances of financial time series von Maciej Rosołowski
title_full_unstemmed	Control charts for the mean and the autocovariances of financial time series von Maciej Rosołowski
title_short	Control charts for the mean and the autocovariances of financial time series
title_sort	control charts for the mean and the autocovariances of financial time series
topic	Kapitalmarkttheorie - Zeitreihenanalyse - GARCH-Prozess - Qualitätsregelkarte Kapitalmarkttheorie (DE-588)4137411-3 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd GARCH-Prozess (DE-588)4346436-1 gnd Qualitätsregelkarte (DE-588)4032320-1 gnd
topic_facet	Kapitalmarkttheorie - Zeitreihenanalyse - GARCH-Prozess - Qualitätsregelkarte Kapitalmarkttheorie Zeitreihenanalyse GARCH-Prozess Qualitätsregelkarte Hochschulschrift
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013034303&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT rosołowskimaciej controlchartsforthemeanandtheautocovariancesoffinancialtimeseries

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