A functional version of the ARCH model
Siegfried Hörmann; Lajos Horváth and Ron Reeder
| Year of publication: |
2013
|
|---|---|
| Authors: | Hörmann, Siegfried ; Horváth, Lajos ; Reeder, Ron |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 2, p. 267-288
|
| Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009760010