On the origins of conditional heteroscedasticity in time series
Richard Ashley
| Year of publication: |
2012
|
|---|---|
| Authors: | Ashley, Richard A. |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 28.2012, 1, p. 5-25
|
| Subject: | nonlinearity | nonlinear serial dependence | conditional heteroscedasticity | ARCH models | GARCH models | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
| 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/10010192152