<div class="csl-bib-body">
<div class="csl-entry">Gams, K. (2003). <i>Data-driven modeling of returns for financial assets by multivariate ARX- and GARCH-models</i> [Diploma Thesis, Technische Universität Wien]. reposiTUm. http://hdl.handle.net/20.500.12708/182883</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/182883
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dc.language
English
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dc.language.iso
en
-
dc.title
Data-driven modeling of returns for financial assets by multivariate ARX- and GARCH-models
en
dc.type
Thesis
en
dc.type
Hochschulschrift
de
dc.contributor.affiliation
TU Wien, Österreich
-
tuw.thesisinformation
Technische Universität Wien
-
tuw.publication.orgunit
E105 - Institut für Wirtschaftsmathematik
-
dc.type.qualificationlevel
Diploma
-
dc.identifier.libraryid
AC04055602
-
dc.description.numberOfPages
149
-
dc.thesistype
Diplomarbeit
de
dc.thesistype
Diploma Thesis
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tuw.advisor.staffStatus
staff
-
item.languageiso639-1
en
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item.openairetype
master thesis
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item.grantfulltext
none
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item.fulltext
no Fulltext
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item.cerifentitytype
Publications
-
item.openairecristype
http://purl.org/coar/resource_type/c_bdcc
-
crisitem.author.dept
E105 - Institut für Stochastik und Wirtschaftsmathematik