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dc.contributor.author
Audrino, Francesco
dc.contributor.supervisor
Bühlmann, Peter Lukas
dc.contributor.supervisor
Embrechts, Paul
dc.date.accessioned
2017-06-13T03:35:01Z
dc.date.available
2017-06-13T03:35:01Z
dc.date.issued
2002
dc.identifier.uri
http://hdl.handle.net/20.500.11850/146169
dc.identifier.doi
10.3929/ethz-a-004324184
dc.language.iso
en
dc.publisher
s.n.
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK)
dc.subject
FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK
dc.subject
NICHTPARAMETRISCHE SCHÄTZUNG (MATHEMATISCHE STATISTIK)
dc.subject
VOLATILITÄT (FINANZEN)
dc.subject
RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
PORTFOLIOTHEORIE (OPERATIONS RESEARCH)
dc.subject
TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS)
dc.subject
FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS
dc.subject
NONPARAMETRIC ESTIMATION (MATHEMATICAL STATISTICS)
dc.subject
VOLATILITY (FINANCE)
dc.subject
RISK THEORY (PROBABILITY THEORY)
dc.subject
PORTFOLIO SELECTION (OPERATIONS RESEARCH)
dc.title
Statistical methods for high-multivariate financial time series
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
138 S.
ethz.code.ddc
5 - Science::510 - Mathematics
ethz.notes
Diss., Mathematische Wissenschaften ETH Zürich, Nr. 14565, 2002.
ethz.identifier.diss
14565
ethz.identifier.nebis
004324184
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)::03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)::03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
ethz.date.deposited
2017-06-13T03:35:16Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a51accb897904
ethz.ecolpid
eth:25115
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-26T15:26:11Z
ethz.rosetta.lastUpdated
2018-11-04T07:06:09Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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