Estimating the Degrees of Freedom of the Realized Volatility Wishart Autoregressive Model
Year of publication: |
[2009]
|
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Authors: | Bonato, Matteo |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (50 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1357044 [DOI] |
Classification: | C13 - Estimation ; C16 - Specific Distributions ; C51 - Model Construction and Estimation ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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