학술논문

Time Series Analysis and Market Microstructure Aspects on Short Time Scales
Document Type
Text
Source
Subject
Wirtschaft
ARMA-Modell
ARCH-Prozess
GARCH-Prozess
Kapitalmarkt
Exponential smoothing
Zeitreihenanalyse
Börsenkurs
Risiko
Prognoseverfahren
(stw)ARMA-Modell
(stw)ARCH-Modell
(stw)Finanzmarkt
(stw)Zeitreihenanalyse
(stw)Börsenkurs
(stw)Risiko
(stw)Prognoseverfahren
high-frequency
market-microstructure
risk
order book
arma-garch
Economy
ARCH process
GARCH process
Capital market
Time series analysis
Stock exchange rate
Risk
Forecasting method
(stw) ARMA model
financial market
exchange rate
Language
English
Abstract
Karlsruhe, Karlsruher Institut für Technologie (KIT), Diss., 2011