ARCH models
Tim Bollerslev ; Robert F. Engle ; Daniel B. Nelson
| Year of publication: |
1993
|
|---|---|
| Authors: | Bollerslev, Tim ; Engle, Robert F. ; Nelson, Daniel B. |
| Institutions: | University of Chicago / Graduate School of Business / Department of Economics (contributor) |
| Publisher: |
Chicago, Ill. : Univ. of Chicago, Graduate School of Business, Dep. of Economics |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Warenbörse | Commodity exchange | Metallmarkt | Metal market | ARCH-Modell | ARCH model |
| Extent: | 110 S. : graph. Darst |
|---|---|
| Series: | Working paper series economics and econometrics. - Chicago, Ill. : [Verlag nicht ermittelbar], ZDB-ID 2618229-4. - Vol. 149 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000899195