Autorenfreundlich Bücher kaufen?!
Beschreibung
Diploma Thesis from the year 2003 in the subject Mathematics - Statistics, grade: 1,0, University of Cologne (Seminar für Wirtschafts- und Sozialstatistik), language: English, abstract: Finance experts and statisticians still have considerable difficulties to understand extremal movements in stock prices. Basically, there are two approaches to shed some light on this question: 1. Tail inference based on full parametric assumptions 2. "Letting the tails speak for themselves" This paper discusses both approaches, the stable Paretian distribution serving as a conceptual framework for the analysis.
Details
| Verlag | GRIN Verlag |
| Ersterscheinung | 05. Oktober 2007 |
| Maße | 21 cm x 14.8 cm x 1 cm |
| Gewicht | 208 Gramm |
| Format | Softcover |
| ISBN-13 | 9783638717540 |
| Auflage | 3. Auflage |
| Seiten | 136 |
Schlagwörter
Bekannt durch
