Testing the stable Paretian assumption
by Marc S. Paolella
| Year of publication: |
1999
|
|---|---|
| Authors: | Paolella, Marc S. |
| Publisher: |
Kiel : Inst. für Statistik und Ökonometrie |
| Subject: | ARCH-Modell | ARCH model | Statistischer Test | Statistical test | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | 28 Bl graph. Darst |
|---|---|
| Series: | Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel. - Kiel, ZDB-ID 573628-6. - Vol. 139 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Bl. 16 - 18 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001557006