Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
München
CesIfo
2007
|
| Schriftenreihe: | CESifo working papers
2056 : Category 10, Empirical and theoretical methods |
| Schlagwörter: | |
| Links: | http://www.cesifo-group.de/DocDL/cesifo1_wp2056.pdf |
| Umfang: | 35 S. graph. Darst. |
Internformat
MARC
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| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-706 |a DE-355 |a DE-19 | ||
| 082 | 0 | |a 332.6452015195 |2 22/ger | |
| 100 | 1 | |a Pesaran, Bahram |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |c Bahram Pesaran ; M. Hashem Pesaran. Center for Economic Studies & Ifo Institute for Economic Research |
| 264 | 1 | |a München |b CesIfo |c 2007 | |
| 300 | |a 35 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a CESifo working papers |v 2056 : Category 10, Empirical and theoretical methods | |
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Datensatz im Suchindex
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| author | Pesaran, Bahram Pesaran, M. Hashem 1946- |
| author_GND | (DE-588)122674146 |
| author_facet | Pesaran, Bahram Pesaran, M. Hashem 1946- |
| author_role | aut aut |
| author_sort | Pesaran, Bahram |
| author_variant | b p bp m h p mh mhp |
| building | Verbundindex |
| bvnumber | BV022891464 |
| collection | ebook |
| ctrlnum | (OCoLC)188213755 (DE-599)BVBBV022891464 |
| dewey-full | 332.6452015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6452015195 |
| dewey-search | 332.6452015195 |
| dewey-sort | 3332.6452015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV022891464 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:05:33Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016096304 |
| oclc_num | 188213755 |
| open_access_boolean | 1 |
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| owner_facet | DE-12 DE-706 DE-355 DE-BY-UBR DE-19 DE-BY-UBM |
| physical | 35 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | CesIfo |
| record_format | marc |
| series | CESifo working papers |
| series2 | CESifo working papers |
| spelling | Pesaran, Bahram Verfasser aut Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran. Center for Economic Studies & Ifo Institute for Economic Research München CesIfo 2007 35 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2056 : Category 10, Empirical and theoretical methods Multivariate Normalverteilung (DE-588)4227589-1 gnd rswk-swf Termingeschäft (DE-588)4117190-1 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Volatilität (DE-588)4268390-7 s Termingeschäft (DE-588)4117190-1 s Multivariate Normalverteilung (DE-588)4227589-1 s DE-604 Pesaran, M. Hashem 1946- Verfasser (DE-588)122674146 aut CESifo working papers 2056 : Category 10, Empirical and theoretical methods (DE-604)BV013978326 2056 http://www.cesifo-group.de/DocDL/cesifo1_wp2056.pdf Verlag kostenfrei Volltext |
| spellingShingle | Pesaran, Bahram Pesaran, M. Hashem 1946- Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution CESifo working papers Multivariate Normalverteilung (DE-588)4227589-1 gnd Termingeschäft (DE-588)4117190-1 gnd Volatilität (DE-588)4268390-7 gnd |
| subject_GND | (DE-588)4227589-1 (DE-588)4117190-1 (DE-588)4268390-7 |
| title | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_auth | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_exact_search | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_full | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran. Center for Economic Studies & Ifo Institute for Economic Research |
| title_fullStr | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran. Center for Economic Studies & Ifo Institute for Economic Research |
| title_full_unstemmed | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran. Center for Economic Studies & Ifo Institute for Economic Research |
| title_short | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_sort | modelling volatilities and conditional correlations in futures markets with a multivariate t distribution |
| topic | Multivariate Normalverteilung (DE-588)4227589-1 gnd Termingeschäft (DE-588)4117190-1 gnd Volatilität (DE-588)4268390-7 gnd |
| topic_facet | Multivariate Normalverteilung Termingeschäft Volatilität |
| url | http://www.cesifo-group.de/DocDL/cesifo1_wp2056.pdf |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT pesaranbahram modellingvolatilitiesandconditionalcorrelationsinfuturesmarketswithamultivariatetdistribution AT pesaranmhashem modellingvolatilitiesandconditionalcorrelationsinfuturesmarketswithamultivariatetdistribution |