Inequality Constraints in the Fractionally Integrated Garch Model
Year of publication: |
2010
|
---|---|
Authors: | Conrad, Christian |
Other Persons: | Haag, Berthold R. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Börsenkurs | Share price |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Econometrics, Vol. 4, Issue 3, pp. 413-449, 2006 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2006 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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