Finite Sample Optimality of Score-Driven Volatility Models
Year of publication: |
2017
|
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Authors: | Blasques, Francisco |
Other Persons: | Lucas, André (contributor) ; Vlodrop, Andries van (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (23 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 21, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3076829 [DOI] |
Classification: | C01 - Econometrics ; c18 ; C20 - Econometric Methods: Single Equation Models. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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