Nonstationary ARCH and GARCH with t-distributed innovations
Rasmus Søndergaard Pedersen & Anders Rahbek
| Year of publication: |
2015
|
|---|---|
| Authors: | Pedersen, Rasmus Søndergaard ; Rahbek, Anders |
| Publisher: |
Copenhagen : CDR |
| Subject: | ARCH-Modell | ARCH model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource (29 S.) |
|---|---|
| Series: | Discussion papers / Department of Economics, University of Copenhagen. - Copenhagen, ZDB-ID 2595081-2. - Vol. 15,07 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010515451