Limit Theory for Explosive Autoregression Under Conditional Heteroskedasticity
Year of publication: |
2017
|
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Authors: | Lee, Ji Hyung |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Autokorrelation | Autocorrelation | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3016451 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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