Sequential estimation of shape parameters in multivariate dynamic models
Dante Amengual; Gabriele Fiorentini; Enrique Sentana
| Year of publication: |
2013
|
|---|---|
| Authors: | Amengual, Dante ; Fiorentini, Gabriele ; Sentana, Enrique |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 233-249
|
| Subject: | Confidence intervals | Elliptical distributions | Efficient estimation | Global systematically important banks | Systemic risk | Risk management | Schätztheorie | Estimation theory | Risikomanagement | Systemrisiko | Bankrisiko | Bank risk | Schätzung | Estimation | Multivariate Analyse | Multivariate analysis | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010254873