LEADER 01740nam0 2200385 i 450 
001 VAN0113923
005 20230706103601.12
017 70$2N$a9783658093891
100   $a20180123d2015       |0itac50      ba
101   $aeng
102   $aDE
105   $a||||    |||||
200 1 $aRisk estimation on high frequency financial data$eempirical analysis of the DAX 30$fFlorian Jacob
210   $aWiesbaden$cSpringer spektrum$d2015
215   $aXI, 70 p.$cill.$d24 cm
410  1$1001VAN0113924$12001 $aBestMasters$1210  $aBerlin [etc.]$cSpringer
500  1$3VAN0235232$aRisk estimation on high frequency financial data$91522850
606   $a91B05$xRisk models (general)  [MSC 2020]$3VANC019981$2MF
606   $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$3VANC020093$2MF
610   $aFIGARCH$9KW:K
610   $aFinance$9KW:K
610   $aMultivariate Standard Normal Tempered Stable Distribution$9KW:K
610   $aNormal Tempered Stable (NTS) Model$9KW:K
610   $aRisk management$9KW:K
620   $aDE$dWiesbaden$3VANL000457
700  1$aJacob$bFlorian$3VANV088014$0755696
712   $aSpringer <editore>$3VANV108073$4650
801   $aIT$bSOL$c20240614$gRICA
856 4 $uhttp://dx.doi.org/10.1007/978-3-658-09389-1$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth
899   $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08
912   $fN
912   $aVAN0113923
950   $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS      e-book                  0416        $e08eMF416               20180123            
996   $aRisk estimation on high frequency financial data$91522850
997   $aUNICAMPANIA