VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings
Year of publication: |
2017
|
---|---|
Authors: | Brüggemann, Ralf |
Other Persons: | Härdle, Wolfgang K. (contributor) ; Mungo, Julius (contributor) ; Trenkler, Carsten (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | VAR-Modell | VAR model | Faktorenanalyse | Factor analysis |
Extent: | 1 Online-Ressource (29 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 3, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.2894385 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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