Asymptotic theory for M-estimators in general autoregressive conditional heteroscedastic time series models
vorgelegt von: Fabian Tinkl
| Year of publication: |
2013
|
|---|---|
| Authors: | Tinkl, Fabian |
| Publisher: |
Nürnberg |
| Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Aktienindex | Stock index | Schätzung | Estimation | Deutschland | Germany |
| Extent: | Online-Ressource (XV, 184 S.) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Erlangen-Nürnberg, Univ., Diss., 2013 |
| Notes: | Systemvoraussetzung: Acrobat Reader Parallelt.: Aymptotische Theorie für M-Schätzer in allgemeinen autoregressiven bedingt heteroskedastischen Modellen Nebent.: Asymptotic Theory for M-estimators in general autoregressive conditional heteroscedasticity models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010408637