Splines for financial volatility
Francesco Audrino and Peter Bühlmann
| Year of publication: |
2007
|
|---|---|
| Authors: | Audrino, Francesco ; Bühlmann, Peter |
| Publisher: |
St. Gallen : Dep. of Economics, Univ. of St. Gallen |
| Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| Extent: | 23, 9 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics. - St. Gallen : SEPS, Dep. of Economics, ZDB-ID 2370935-2. - Vol. 2007-11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.vwa.unisg.ch/org/vwa/web.nsf/SysWebRessources/VWA_2007_11/$FILE/DP-0711-Audrino+Buehlmann-Ganz.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003465238