Simultaneously modeling conditional heteroskedasticity and scale change
Yuanhua Feng
| Year of publication: |
2004
|
|---|---|
| Authors: | Feng, Yuanhua |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 3, p. 563-596
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| Subject: | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Aktienindex | Stock index | USA | United States | Deutschland | Germany |
| 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/10002068275