Moving average conditional heteroscedastic processes
Minxian Yang and Ronald Bewley
| Year of publication: |
1992
|
|---|---|
| Authors: | Yang, Minxian ; Bewley, Ronald A. |
| Publisher: |
[Kensington, New South Wales] |
| Subject: | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model |
| Extent: | 16 S |
|---|---|
| Series: | Discussion paper / School of Economics, The University of New South Wales. - Kensington, NSW : [Verlag nicht ermittelbar], ISSN 1323-8949, ZDB-ID 2026888-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000840782