Semiparametric Estimation of Multivariate GARCH Models
Year of publication: |
2015
|
---|---|
Authors: | Morana, Claudio |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (9 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 10, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2701700 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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