Statistical Inference for Volatility Component Models
Year of publication: |
2012
|
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Authors: | Wang, Fangfang ; Ghysels, Eric |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Induktive Statistik | Statistical inference | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 23, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1273381 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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