Media type: E-Book; Thesis Title: Financial Models of Interaction Based on Marked Point Processes and Gaussian Fields Contributor: Malinowski, Alexander [Author]; Schlather, Martin [Degree supervisor]; Krajina, Andrea [Degree supervisor] Published: Göttingen: Niedersächsische Staats- und Universitätsbibliothek Göttingen, 2013 Extent: Online-Ressource Language: English Identifier: Keywords: Markierter Punktprozess ; Interaktion ; high-frequency data ; non-ergodic ; tail index ; max-stable process ; peaks-over-threshold ; Transaktionsdaten ; nicht-ergodisch ; Tailindex ; max-stabiler Prozess ; Peaks-Over-Threshold ; marked point process ; mark-location dependence ; transaction data ; Hochschulschrift Origination: University thesis: Göttingen, Georg-August Universität, Diss., 2012 Footnote: Access State: Open Access