Mixtures of t-distributions for finance and forecasting
Raffaella Giacomini; Andreas Gottschling; Christian Haefke; Halbert White
| Year of publication: |
2008
|
|---|---|
| Authors: | Giacomini, Raffaella ; Gottschling, Andreas ; Häfke, Christian ; White, Halbert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 144.2008, 1, p. 175-192
|
| Subject: | ARCH-Modell | ARCH model | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003723638