Autoregressive conditional heteroskedasticity and changes in regime
Year of publication: |
1993
|
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Authors: | Hamilton, James D. ; Susmel, Raul |
Publisher: |
San Diego |
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity |
Extent: | 38 S. : graph. Darst |
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Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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