11 Ergebnisse für: ergodicity
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KLUEDO | GARCH-like Models with Dynamic Crash-Probabilities
http://kluedo.ub.uni-kl.de/volltexte/2005/1885/
We work in the setting of time series of financial returns. Our starting point are the GARCH models, which are very common in practice. We introduce the possibility of having crashes in such GARCH models. A crash will be modeled by drawing innovations from…
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OGND - results/titledata
http://swb.bsz-bw.de/DB=2.104/SET=1/TTL=1/CMD?retrace=0&trm_old=&ACT=SRCHA&IKT=2999&SRT=RLV&TRM=1089930224
Keine Beschreibung vorhanden.
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Search Results - gnd:118605321 - EconBiz
https://www.econbiz.de/Search/Results?lookfor=gnd:118605321
Search Results - gnd:118605321
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Fomenko, A. T.
http://www.mathe.tu-freiberg.de/~hebisch/cafe/fomenko/fomenko.html
Keine Beschreibung vorhanden.
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Ergodic Theory of Numbers - Karma Dajani, Cor Kraaikamp - Google Books
http://books.google.de/books?id=66CkhlamuNoC&printsec=frontcover#PPA173,M1
Ergodic Theory of Numbers looks at the interaction between two fields of mathematics: number theory and ergodic theory (as part of dynamical systems). It is an introduction to the ergodic theory behind common number expansions, like decimal expansions,…
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Progress in the Chemistry of Organic Natural Products - Google Books
https://books.google.de/books?id=O9zzCAAAQBAJ&pg=PA108#v=onepage
The objective of this ASI was to bring together specialists in several complex variables (many of whom have contributed to complex potential theory) and specialists in potential theory (all of whom have contributed to several complex variables) together…
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Veranstaltungen
http://www.math.uni-bonn.de/people/ursula/courses.html
Keine Beschreibung vorhanden.
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Ergodic Theory - Karl E. Petersen, Karl Petersen - Google Books
https://books.google.de/books?id=MiyJGqFCbEMC&pg=PA187&lpg=PA187&dq=grillenberger+ergodic+theory&source=bl&ots=U1l-LSQp8v&sig=3M
The study of dynamical systems forms a vast and rapidly developing field even when one considers only activity whose methods derive mainly from measure theory and functional analysis. Karl Petersen has written a book which presents the fundamentals of the…
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Publikationsliste nach Gebieten - Philipps-Universität Marburg - Fb. 13 - Physik
http://www.uni-marburg.de/fb13/personen/grossmann-siegfried/publ-list-gebiete
Keine Beschreibung vorhanden.