Semi-Parametric Modelling of Correlation Dynamics
Year of publication: |
2006
|
---|---|
Authors: | Hafner, Christian M. ; Dijk, Dick van ; Franses, Philip Hans |
Published in: |
Econometric analysis of financial and economic time series. - Bingley, U.K : Emerald, ISBN 978-1-84950-389-1. - 2006, p. 59-103
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Korrelation | Correlation |
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