Nonparametric estimators of GARCH processes
Jürgen Franke, Harriet Holzberger and Marlene Müller
| Year of publication: |
2002
|
|---|---|
| Authors: | Franke, Jürgen ; Holzberger, Harriet ; Müller, Marlene |
| Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 367-383
|
| Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | ARCH-Modell | ARCH model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001750018