Small Sample Properties of Copula-GARCH Modelling : A Monte Carlo Study
Year of publication: |
2017
|
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Authors: | Bianchi, Carluccio |
Other Persons: | De Giuli, Maria Elena (contributor) ; Fantazzini, Dean (contributor) ; Maggi, Mario (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Stichprobenerhebung | Sampling |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Financial Economics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 18, 2011 erstellt Volltext nicht verfügbar |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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