Semi-parametric modelling of correlation dynamics
Christian M. Hafner, Dick van Dijk and Philip Hans Franses
| Year of publication: |
July 2005
|
|---|---|
| Other Persons: | Hafner, Christian M. (contributor) ; Dijk, Dick van (contributor) ; Franses, Philip Hans (contributor) |
| Publisher: |
Rotterdam : Econometric Institute |
| Subject: | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Online-Ressource, 46 p. = 1253 Kb, text ill |
|---|---|
| Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. 2005,26 |
| 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 |
| Other identifiers: | hdl:1765/6849 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003010850