A continuous time GARCH process of higher order
Peter J. Brockwell; Erdenebaatar Chadraay; Alexander M. Lindner
| Year of publication: |
2005
|
|---|---|
| Other Persons: | Brockwell, Peter J. (contributor) ; Chadraay, Erdenebaatar (contributor) ; Lindner, Alexander M. (contributor) |
| Publisher: |
München : Techn. Univ., Sonderforschungsbereich Statistische Analyse Diskreter Strukturen |
| Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource, 37 p., text ill |
|---|---|
| Series: | Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München. - München : [Verlag nicht ermittelbar], ZDB-ID 2172047-2. - Vol. 428 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Other identifiers: | hdl:10419/31103 [Handle] |
| Classification: | C23 - Models with Panel Data ; C51 - Model Construction and Estimation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002753436