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1 Ergebnisse
1
Self-exciting extreme value models for stock market crashes:
, In:
Statistical inference, econometric analysis and matrix algebra / Bernhard Schipp; Walter Krämer, eds.
Herrera, Rodrigo
. (2009) - p. 209-231
Exemplar:
Zentrale:E02
a vwl 001 md tre/872;
BB WiWi
: 11a vwl 001 md tre/872a
RT Journal Article T1 <Title>Self-exciting extreme value models for stock market crashes</Title> UL https://suche.suub.uni-bremen.de/peid=B58748104&Exemplar=1&LAN=DE A1 Herrera, Rodrigo YR 2009 NO : graph. Darst. JF Statistical inference, econometric analysis and matrix algebra / Bernhard Schipp; Walter Krämer, eds. SP 209 OP 231 LK http://katalog.suub.uni-bremen.de/DB=1/LNG=DU/CMD?ACT=SRCHA&IKT=8000&TRM=92035321* CN E02: a vwl 001 md tre/872 CN BB WiWi: 11a vwl 001 md tre/872a SF ELIB - SuUB Bremen
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