• DocumentCode
    6126
  • Title

    Nonparametric analysis for risk management and market microstructure

  • Author

    Van Bellegem Sebastien استاد مشاور , von Sachs Rainer استاد مشاور , Gencay Ramazan استاد راهنما

  • University
    UCL )Les Bibliotheques de L,Universite Catholique de Louvain(
  • Grade
    دكتري
  • Major
    ECON 3 - Doctorat en sciences -conomiques
  • Number of pages
    0
  • Publish Date
    2004
  • Keyword

    Financial durations , Shape preserving estimation , Non orthogonal wavelets , nonparametric statistics , Time series , Conditional quantiles

  • Note
    01
  • Language
    انگليسي