Asymptotic Filtering Theory for Multivariate ARCH Models
Year of publication: |
August 1994
|
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Authors: | Nelson, Daniel B. |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource |
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Series: | NBER technical working paper series ; no. t0162 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/t0162 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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