ARCH models
Tim Bollerslev; Robert F. Engle; Daniel B. Nelson
| Year of publication: |
1994
|
|---|---|
| Authors: | Bollerslev, Tim ; Engle, Robert F. ; Nelson, Daniel B. |
| Published in: |
Handbook of econometrics ; Vol. 4. - Amsterdam [u.a.] : North-Holland, ISBN 0-444-88766-0. - 1994, p. 2959-3038
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001327597