Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 1538072 - MaRDI portal

scientific article; zbMATH DE number 1538072

From MaRDI portal

Publication:4518933

Jump to:navigation, search

zbMath0960.91039MaRDI QIDQ4518933

Alex Taylor, William R. M. Perraudin, Rüdiger Kiesel

Publication date: 18 January 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

variance ratio interest rate volatility first-difference stationary process Monte Carlo illustrations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70)

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4518933&oldid=18622073"