Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Hochschulschrift/Dissertation Microform Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
2008
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| Ausgabe: | [Mikrofiche-Ausg.] |
| Schlagwörter: | |
| Umfang: | 208, XXXIII Bl. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |c von Daniel Drescher |
| 250 | |a [Mikrofiche-Ausg.] | ||
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| 336 | |b txt |2 rdacontent | ||
| 337 | |b h |2 rdamedia | ||
| 338 | |b he |2 rdacarrier | ||
| 502 | |a Berlin, Techn. Univ., Diss., 2008 | ||
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Datensatz im Suchindex
| _version_ | 1818966229206958080 |
|---|---|
| any_adam_object | |
| author | Drescher, Daniel |
| author_facet | Drescher, Daniel |
| author_role | aut |
| author_sort | Drescher, Daniel |
| author_variant | d d dd |
| building | Verbundindex |
| bvnumber | BV035372055 |
| ctrlnum | (OCoLC)635344790 (DE-599)DNB992873177 |
| dewey-full | 332.0151936 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.0151936 |
| dewey-search | 332.0151936 |
| dewey-sort | 3332.0151936 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | [Mikrofiche-Ausg.] |
| format | Thesis Microfilm Book |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV035372055 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:29:35Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017176420 |
| oclc_num | 635344790 |
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| owner_facet | DE-29T DE-N2 |
| physical | 208, XXXIII Bl. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
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| spelling | Drescher, Daniel Verfasser aut Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series von Daniel Drescher [Mikrofiche-Ausg.] 2008 208, XXXIII Bl. graph. Darst. txt rdacontent h rdamedia he rdacarrier Berlin, Techn. Univ., Diss., 2008 Mikroform-Ausgabe 2008 3 Mikrofiche : 24x Mikrofiche-Ausg.: s2008 [Mikrofiche-Ausg.] Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Kreditmarkt (DE-588)4073788-3 s Ökonometrisches Modell (DE-588)4043212-9 s Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Reproduktion von Drescher, Daniel Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series 2008 |
| spellingShingle | Drescher, Daniel Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series Kreditmarkt (DE-588)4073788-3 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4073788-3 (DE-588)4043212-9 (DE-588)4067486-1 (DE-588)4113937-9 |
| title | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |
| title_auth | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |
| title_exact_search | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |
| title_full | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series von Daniel Drescher |
| title_fullStr | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series von Daniel Drescher |
| title_full_unstemmed | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series von Daniel Drescher |
| title_short | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |
| title_sort | testing for the existence of a latent process and autocorrelation in the poisson regression model for count data with application to ultra high frequency financial time series |
| topic | Kreditmarkt (DE-588)4073788-3 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Kreditmarkt Ökonometrisches Modell Zeitreihenanalyse Hochschulschrift |
| work_keys_str_mv | AT drescherdaniel testingfortheexistenceofalatentprocessandautocorrelationinthepoissonregressionmodelforcountdatawithapplicationtoultrahighfrequencyfinancialtimeseries |