Robust Estimation and Inference for Heavy Tailed Nonlinear GARCH
Year of publication: |
2012
|
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Authors: | Hill, Jonathan B. |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Nichtlineare Regression | Nonlinear regression |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 10, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1982925 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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