Asymptotic Filtering Theory for Multivariate Arch Models
Year of publication: |
[2008]
|
---|---|
Authors: | Nelson, Daniel B. |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Series: | NBER Working Paper ; No. t0162 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1994 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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