GARCH and Irregularly Spaced Data
Year of publication: |
2004
|
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Authors: | Meddahi, Nour ; Renault, Eric ; Werker, Bas J. M. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2003 erstellt Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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