Asymptotically optimal smoothing with ARCH models
Year of publication: |
1994
|
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Authors: | Nelson, Daniel B. |
Institutions: | University of Chicago / Graduate School of Business (contributor) |
Publisher: |
Chicago, Ill. : Univ. of Chicago, Graduate School of Business [u.a.] |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 16 S |
---|---|
Series: | Working paper series economics and econometrics. - Chicago, Ill. : [Verlag nicht ermittelbar], ZDB-ID 2618229-4. - Vol. 158 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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