Local polynomial estimation with a FARIMA-GARCH error process
Jan Beran ; Yuanhua Feng
| Year of publication: |
1999
|
|---|---|
| Authors: | Beran, Jan ; Feng, Yuanhua |
| Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | ARCH-Modell | ARCH model | Theorie | Theory | Statistischer Fehler | Statistical error |
| Description of contents: | Table of Contents [gbv.de] |
freely available
| Extent: | 28 S a |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 99,08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001400379