01740nam0 2200385 i 450 VAN011392320230706103601.12N978365809389120180123d2015 |0itac50 baengDE|||| |||||Risk estimation on high frequency financial dataempirical analysis of the DAX 30Florian JacobWiesbadenSpringer spektrum2015XI, 70 p.ill.24 cm001VAN01139242001 BestMasters210 Berlin [etc.]SpringerVAN0235232Risk estimation on high frequency financial data152285091B05Risk models (general) [MSC 2020]VANC019981MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MFFIGARCHKW:KFinanceKW:KMultivariate Standard Normal Tempered Stable DistributionKW:KNormal Tempered Stable (NTS) ModelKW:KRisk managementKW:KDEWiesbadenVANL000457JacobFlorianVANV088014755696Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-658-09389-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0113923BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0416 08eMF416 20180123 Risk estimation on high frequency financial data1522850UNICAMPANIA