1. Eldorado
  2. Fakultäten
  3. 01 Fakultät für Mathematik
  4. Mathematisches Institut
  5. Lehrstuhl IV: Analysis, Stochastik
Authors: Palmes, Christian
Title: Statistical analysis for jumps in certain semimartingale models
Language (ISO): en
Subject Headings: Copula
Extreme value theory
Jump analysis
Lévy processes
Semimartingale
Statistics
URI: http://hdl.handle.net/2003/30367
http://dx.doi.org/10.17877/DE290R-5466
Issue Date: 2013-06-07
Appears in Collections:Lehrstuhl IV: Analysis, Stochastik

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