Local Polynomial Estimation with a FARIMA-GARCH Error Process
| Year of publication: |
1999-05
|
|---|---|
| Authors: | Beran, Jan ; Feng, Yuanhua |
| Institutions: | Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 99-08 28 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005562280