On the Tail Behavior of a Class of Multivariate Conditionally Heteroskedastic Processes
Year of publication: |
2017
|
---|---|
Authors: | Pedersen, Rasmus |
Other Persons: | Wintenberger, Olivier (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 23, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2900201 [DOI] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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