Statistical methods for high-multivariate financial time series

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Author
Audrino, Francesco
Date
2002
Type
    Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-004324184
Publication status
published
External links
Search print copy at ETH Library
Contributors
Examiner: Bühlmann, Peter
Examiner: Embrechts, Paul
Publisher
s.n.
Subject
ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; NICHTPARAMETRISCHE SCHÄTZUNG (MATHEMATISCHE STATISTIK); VOLATILITÄT (FINANZEN); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; NONPARAMETRIC ESTIMATION (MATHEMATICAL STATISTICS); VOLATILITY (FINANCE); RISK THEORY (PROBABILITY THEORY); PORTFOLIO SELECTION (OPERATIONS RESEARCH)
Organisational unit
03502 - Bühlmann, Peter L. / Bühlmann, Peter L.  
Notes
Diss., Mathematische Wissenschaften ETH Zürich, Nr. 14565, 2002.
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