Statistical properties of GARCH processes
Changli He
| Year of publication: |
[1997]
|
|---|---|
| Authors: | He, Changli |
| Institutions: | Ekonomiska forskningsinstitutet <Stockholm> (contributor) |
| Publisher: |
Stockholm : EFI |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Published items: |
4 hits in ECONIS - Online Catalogue of the ZBW
|
| Extent: | VI, 102 S. : graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author ; Bibliografie enthalten ; Bibliography included |
| Language: | English |
| Thesis: | Zugl.: Stockholm, Handelshögskolan, Diss., 1997 |
| Notes: | Enth. 5 Beitr. |
| ISBN: | 91-7258-460-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000975043