Inference and testing in multivariate GARCH models
| Year of publication: |
2015
|
|---|---|
| Authors: | Pedersen, Rasmus Søndergaard |
| Publisher: |
Copenhagen : University of Copenhagen, Department of Economics |
| Subject: | ARCH-Modell | Varianzanalyse | Schätztheorie | Modellierung | Finanzmarktökonometrie |
| Series: | PhD Series ; 176 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Doctoral Thesis |
| Language: | English |
| ISBN: | 978-87-91342-99-8 |
| Other identifiers: | hdl:10419/233440 [Handle] |
| Source: |
Persistent link: https://www.econbiz.de/10012503173