Analysis of High Dimensional Multivariate Stochastic Volatility Models
Year of publication: |
2005
|
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Authors: | Chib, Siddhartha ; Nardari, Federico ; Shephard, Neil |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | ARCH-Modell | ARCH model |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 1999 erstellt Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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