A component GARCH model with time varying weights
L. Bauwens and G. Storti
| Year of publication: |
16 Feb. 2007
|
|---|---|
| Other Persons: | Bauwens, Luc (contributor) ; Storti, G. (contributor) |
| Publisher: |
Louvain-la-Neuve : UCL |
| Subject: | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Risikomaß | Risk measure | Börsenkurs | Share price | Kapitaleinkommen | Capital income | USA | United States |
| Extent: | Online-Ressource, 31 S., Text graph. Darst. |
|---|---|
| Series: | Discussion papers / UCL, Département des Sciences Economiques. - Louvain-la-Neuve, ZDB-ID 2175649-1. - Vol. 2007,12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003462056