Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity
Liudas Giraitis ...
| Year of publication: |
1999
|
|---|---|
| Other Persons: | Giraitis, Liudas (contributor) |
| Publisher: |
Berlin : Sonderforschungsbereich 373 |
| Subject: | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Extent: | 13 S |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse. - Berlin : Sonderforschungsbereich 373, ISSN 1436-0640, ZDB-ID 2371631-9. - Vol. 1999,81 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://sfb.wiwi.hu-berlin.de/papers/1999/dpsfb199981.ps.Z; http://sfb.wiwi.hu-berlin.de/papers/1999/dpsfb199981.pdf.zip |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001424946