SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices
Jan Beran ...
| Year of publication: |
1999
|
|---|---|
| Other Persons: | Beran, Jan (contributor) |
| Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Warenbörse | Commodity exchange | Aktienmarkt | Stock market | Börsenkurs | Share price | Wechselkurs | Exchange rate | Welt | World | ARMA-Modell | ARMA model |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 36 S graph. Darst a |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 99/18 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 25 - 28 SEMIFAR = Semiparametric fractional autoregressive |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001387141