GARCH Models with Long Memory and Nonparametric Specifications
Christian Conrad
| Year of publication: |
2006
|
|---|---|
| Authors: | Conrad, Christian |
| Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Modellierung | Scientific modelling | Theorie | Theory | Schätzung | Estimation | Inflationserwartung | Inflation expectations | USA | United States | Japan | Großbritannien | United Kingdom | Inflation | Konjunktur | Business cycle | EU-Staaten | EU countries | Ökonometrie | GARCH-Prozess | Long-memory-Prozess | Nichtparametrische Regression |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] |
| Extent: | Online-Ressource |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Mannheim, Univ., Diss., 2006 |
| Notes: | Systemvoraussetzungen: Acrobat Reader Übers. des Hauptsacht.: GARCH Modelle mit langem Gedächtnis und nichtparametrischen Spezifikationen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003402366