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]

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