Simultaneously modelling conditional heteroskedasticity and scale change
Yuanhua Feng
| Year of publication: |
2002
|
|---|---|
| Authors: | Feng, Yuanhua |
| Publisher: |
Konstanz : CFE |
| 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 |
| Description of contents: | Description [econometrics.wiwi.uni-konstanz.de] |
| Extent: | 32 S graph. Darst a |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 02/12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://econometrics.wiwi.uni-konstanz.de/CoFE/Papers/dp02_12.pdf |
| Classification: | C22 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001686434