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Biblioteca

MARC Lista (tabellare)
Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
Autore Mancino, Maria Elvira
Pubbl/distr/stampa Cham, : Springer, 2017
Descrizione fisica X, 135 p. : ill. ; 24 cm
Altri autori (Persone) Recchioni, Maria Cristina
Sanfelici, Simona
Soggetto topico 42B05 - Fourier series and coefficients in several variables [MSC 2020]
62H12 - Estimation in multivariate analysis [MSC 2020]
42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020]
62P20 - Applications of statistics to economics [MSC 2020]
62G05 - Nonparametric estimation [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020]
Soggetto non controllato Convolution
Fourier analysis
High-frequency data
Leverage
Microstructure Noise
Multivariate Volatility
Non-parametric estimation
Science as a business
Volatility of Volatility
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0123445
Mancino, Maria Elvira  
Cham, : Springer, 2017
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
Autore Mancino, Maria Elvira
Pubbl/distr/stampa Cham, : Springer, 2017
Descrizione fisica X, 135 p. : ill. ; 24 cm
Altri autori (Persone) Recchioni, Maria Cristina
Sanfelici, Simona
Soggetto topico 42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020]
42B05 - Fourier series and coefficients in several variables [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020]
62G05 - Nonparametric estimation [MSC 2020]
62H12 - Estimation in multivariate analysis [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
62P20 - Applications of statistics to economics [MSC 2020]
Soggetto non controllato Convolution
Fourier analysis
High-frequency data
Leverage
Microstructure Noise
Multivariate Volatility
Non-parametric estimation
Science as a business
Volatility of Volatility
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00123445
Mancino, Maria Elvira  
Cham, : Springer, 2017
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
Pubbl/distr/stampa Cham, : Springer, 2015
Descrizione fisica XV, 286 p. ; 24 cm
Soggetto topico 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020]
60F05 - Central limit and other weak theorems [MSC 2020]
62M05 - Markov processes: estimation; hidden Markov models [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
62G05 - Nonparametric estimation [MSC 2020]
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020]
91B84 - Economic time series analysis [MSC 2020]
Soggetto non controllato Adaptive estimation
Estimation with discrete observations
Non-parametric estimation
Parametric estimation of Lévy processes
Spectral estimators
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Lévy matters IV.
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0101402
Cham, : Springer, 2015
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
Pubbl/distr/stampa Cham, : Springer, 2015
Descrizione fisica XV, 286 p. ; 24 cm
Soggetto topico 60F05 - Central limit and other weak theorems [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020]
62G05 - Nonparametric estimation [MSC 2020]
62M05 - Markov processes: estimation; hidden Markov models [MSC 2020]
91B84 - Economic time series analysis [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
Soggetto non controllato Adaptive estimation
Estimation with discrete observations
Non-parametric estimation
Parametric estimation of Lévy processes
Spectral estimators
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Lévy matters IV.
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00101402
Cham, : Springer, 2015
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui