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subject:"Indien"
subject:"Sparen"
~isPartOf:"Journal of time series econometrics"
~person:"Ardia, David"
~subject:"ARCH model"
~subject:"Cointegration"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of time series econometrics
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Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
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