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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~language:"deu"
~subject:"Regressionsanalyse"
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Effizienzvergleich zwischen Maximum-Likelihood-Schätzern und Pseudo-Maximum-Likelihood-Schätzern bei alternativen Verteilungsannahmen im GARCH(1,1)-Modell
Brechtmann, Markus
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1997
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