Identification of mixed causal-noncausal models in finite samples
Alain Hecq, Lenard Lieb, Sean Telg
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Hecq, Alain W. J. ; Lieb, Lenard ; Telg, Sean |
| Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 123/124.2016, p. 307-331
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| Subject: | Noncausal Models | Non-Gaussian Distributions | Realized Volatilities | Bubbles | Theorie | Theory | Volatilität | Volatility | Spekulationsblase | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in französischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011592754