DC Field
Value
Language
dc.contributor.advisor
Hornik, Kurt
-
dc.contributor.author
Schöftner, Robert
-
dc.date.accessioned
2023-06-17T18:26:33Z
-
dc.date.issued
2004
-
dc.identifier.citation
<div class="csl-bib-body"> <div class="csl-entry">Schöftner, R. (2004). <i>Modelling volatility : autoregressive conditional heteroscedasticity and its extensions</i> [Diploma Thesis, Technische Universität Wien]. reposiTUm. http://hdl.handle.net/20.500.12708/177980</div> </div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/177980
-
dc.language
English
-
dc.language.iso
en
-
dc.title
Modelling volatility : autoregressive conditional heteroscedasticity and its extensions
en
dc.type
Thesis
en
dc.type
Hochschulschrift
de
dc.contributor.affiliation
TU Wien, Österreich
-
tuw.thesisinformation
Technische Universität Wien
-
tuw.publication.orgunit
E107 - Institut für Statistik und Wahrscheinlichkeitstheorie
-
dc.type.qualificationlevel
Diploma
-
dc.identifier.libraryid
AC04318397
-
dc.description.numberOfPages
113
-
dc.thesistype
Diplomarbeit
de
dc.thesistype
Diploma Thesis
en
tuw.advisor.staffStatus
staff
-
item.languageiso639-1
en
-
item.openairetype
master thesis
-
item.grantfulltext
none
-
item.fulltext
no Fulltext
-
item.cerifentitytype
Publications
-
item.openairecristype
http://purl.org/coar/resource_type/c_bdcc
-
crisitem.author.dept
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
crisitem.author.parentorg
E100 - Fakultät für Mathematik und Geoinformation
-
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