top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin
High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin
Autore Martin, Ole
Pubbl/distr/stampa Wiesbaden, : Springer spektrum, 2019
Descrizione fisica xiii, 323 p. : ill. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
Soggetto non controllato Asynchronous data
Asynchronous observations
Bootstrap
Bootstrapping asymptotic laws
Central limit theorems
Common jumps
Estimating quadratic covariation
High-frequency statistics
Irregular data
Laws of large numbers
Quadratic covariation
Quantitative Finance
Random observation schemes
Random observations
Test for common jumps
Test for jumps
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0126614
Martin, Ole  
Wiesbaden, : Springer spektrum, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin
High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin
Autore Martin, Ole
Pubbl/distr/stampa Wiesbaden, : Springer spektrum, 2019
Descrizione fisica xiii, 323 p. : ill. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
Soggetto non controllato Asynchronous data
Asynchronous observations
Bootstrap
Bootstrapping asymptotic laws
Central limit theorems
Common jumps
Estimating quadratic covariation
High-frequency statistics
Irregular data
Laws of large numbers
Quadratic covariation
Quantitative Finance
Random observation schemes
Random observations
Test for common jumps
Test for jumps
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00126614
Martin, Ole  
Wiesbaden, : Springer spektrum, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui