Parameter Estimation in Nonlinear AR-GARCH Models
Year of publication: |
[2008]
|
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Authors: | Meitz, Mika |
Other Persons: | Saikkonen, Pentti (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity | Markov-Kette | Markov chain | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (60 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 6, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1148175 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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