Monitoring changes in GARCH processes
Year of publication: |
1999
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Authors: | Severin, Thomas ; Schmid, Wolfgang |
Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl., ISSN 0002-6018, ZDB-ID 442-X. - Vol. 83.1999, 3, p. 281-307
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Subject: | Kontrollkarten | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Statistische Qualitätskontrolle | Statistical quality control | Schätzung | Estimation | Börsenkurs | Share price | Rendite | Yield | Deutschland | Germany |
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