Inference and testing in multivariate GARCH models
by Rasmus Søndergaard Pedersen
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Pedersen, Rasmus Søndergaard |
| Publisher: |
Copenhagen : Department of Economics, University of Copenhagen |
| Subject: | ARCH-Modell | ARCH model | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Finanzmarktökonometrie | Financial econometrics |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | vi, 130 Seiten Illustrationen |
|---|---|
| Series: | PhD series / Department of Economics, University of Copenhagen. - Copenhagen : [Verlag nicht ermittelbar], ISSN 2245-8174, ZDB-ID 2432245-3. - Vol. no. 176 Ph.D-afhandling / Økonomisk Institut, Københavns Universitet. - København, ZDB-ID 2229547-1. - Vol. no. 228 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Dissertation, University of Copenhagen, 2015 |
| Notes: | Enthält 3 Beiträge Zusammenfassung in dänischer Sprache |
| ISBN: | 978-87-91342-99-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011433554