Multivariate stochastic volatility via Wishart processes: a continuation
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Innsbruck
Univ. of Innsbruck
2011
|
| Schriftenreihe: | Working papers in economics and statistics
2011,19 |
| Schlagwörter: | |
| Links: | http://eeecon.uibk.ac.at/wopec2/repec/inn/wpaper/2011-19.pdf |
| Beschreibung: | Online-Ausg. im Internet Literaturverz. S. 28 |
| Umfang: | 36 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| author | Rinnergschwentner, Wolfgang Tappeiner, Gottfried 1955- Walde, Janette 1968- |
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| author_facet | Rinnergschwentner, Wolfgang Tappeiner, Gottfried 1955- Walde, Janette 1968- |
| author_role | aut aut aut |
| author_sort | Rinnergschwentner, Wolfgang |
| author_variant | w r wr g t gt j w jw |
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| id | DE-604.BV040384301 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T16:13:50Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025237761 |
| oclc_num | 780933455 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM |
| owner_facet | DE-19 DE-BY-UBM |
| physical | 36 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Univ. of Innsbruck |
| record_format | marc |
| series | Working papers in economics and statistics |
| series2 | Working papers in economics and statistics |
| spelling | Rinnergschwentner, Wolfgang Verfasser aut Multivariate stochastic volatility via Wishart processes a continuation Wolfgang Rinnergschwentner ; Gottfried Tappeiner ; Janette Walde Innsbruck Univ. of Innsbruck 2011 36 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working papers in economics and statistics 2011,19 Online-Ausg. im Internet Literaturverz. S. 28 Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Kovarianz Stochastik (DE-588)4140520-1 gnd rswk-swf Markov-Ketten-Monte-Carlo-Verfahren (DE-588)4508520-1 gnd rswk-swf Zeitvariantes System (DE-588)4190654-8 gnd rswk-swf Bayes-Verfahren (DE-588)4204326-8 gnd rswk-swf Bayes-Verfahren (DE-588)4204326-8 s Zeitreihenanalyse (DE-588)4067486-1 s Kovarianz Stochastik (DE-588)4140520-1 s Zeitvariantes System (DE-588)4190654-8 s Markov-Ketten-Monte-Carlo-Verfahren (DE-588)4508520-1 s DE-604 Tappeiner, Gottfried 1955- Verfasser (DE-588)122799771 aut Walde, Janette 1968- Verfasser (DE-588)129973793 aut Working papers in economics and statistics 2011,19 (DE-604)BV022437386 2011,19 http://eeecon.uibk.ac.at/wopec2/repec/inn/wpaper/2011-19.pdf Verlag kostenfrei Volltext |
| spellingShingle | Rinnergschwentner, Wolfgang Tappeiner, Gottfried 1955- Walde, Janette 1968- Multivariate stochastic volatility via Wishart processes a continuation Working papers in economics and statistics Zeitreihenanalyse (DE-588)4067486-1 gnd Kovarianz Stochastik (DE-588)4140520-1 gnd Markov-Ketten-Monte-Carlo-Verfahren (DE-588)4508520-1 gnd Zeitvariantes System (DE-588)4190654-8 gnd Bayes-Verfahren (DE-588)4204326-8 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4140520-1 (DE-588)4508520-1 (DE-588)4190654-8 (DE-588)4204326-8 |
| title | Multivariate stochastic volatility via Wishart processes a continuation |
| title_auth | Multivariate stochastic volatility via Wishart processes a continuation |
| title_exact_search | Multivariate stochastic volatility via Wishart processes a continuation |
| title_full | Multivariate stochastic volatility via Wishart processes a continuation Wolfgang Rinnergschwentner ; Gottfried Tappeiner ; Janette Walde |
| title_fullStr | Multivariate stochastic volatility via Wishart processes a continuation Wolfgang Rinnergschwentner ; Gottfried Tappeiner ; Janette Walde |
| title_full_unstemmed | Multivariate stochastic volatility via Wishart processes a continuation Wolfgang Rinnergschwentner ; Gottfried Tappeiner ; Janette Walde |
| title_short | Multivariate stochastic volatility via Wishart processes |
| title_sort | multivariate stochastic volatility via wishart processes a continuation |
| title_sub | a continuation |
| topic | Zeitreihenanalyse (DE-588)4067486-1 gnd Kovarianz Stochastik (DE-588)4140520-1 gnd Markov-Ketten-Monte-Carlo-Verfahren (DE-588)4508520-1 gnd Zeitvariantes System (DE-588)4190654-8 gnd Bayes-Verfahren (DE-588)4204326-8 gnd |
| topic_facet | Zeitreihenanalyse Kovarianz Stochastik Markov-Ketten-Monte-Carlo-Verfahren Zeitvariantes System Bayes-Verfahren |
| url | http://eeecon.uibk.ac.at/wopec2/repec/inn/wpaper/2011-19.pdf |
| volume_link | (DE-604)BV022437386 |
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