Robust Estimation of Nonstationary, Fractionally Integrated, Autoregressive, Stochastic Volatility
Year of publication: |
2017
|
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Authors: | Jensen, Mark J. |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Schätzung | Estimation |
Extent: | 1 Online-Ressource (31 p) |
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Series: | FRB Atlanta Working Paper ; No. 2015-12 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2015-11-01 erstellt |
Classification: | C11 - Bayesian Analysis ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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