Tail estimation and conditional modeling of heteroscedastic time-series

Marc Paolella

Year of publication:	1999 ; 1. Aufl.
Authors:	Paolella, Marc S.
Other Persons:	Paolella, Marc S. (contributor)
Publisher:	Berlin : Pro Business
Subject:	ARCH-Modell \| ARCH model \| Schätztheorie \| Estimation theory \| Kapitaleinkommen \| Capital income \| Aktienindex \| Stock index \| Schätzung \| Estimation \| Theorie \| Theory \| Japan \| Statistische Verteilung \| Statistical distribution \| Heteroskedastizität \| Heteroscedasticity \| Aktienrendite \| Zeitreihenanalyse \| Parameterschätzung \| GARCH-Prozess

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