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Tree structured GARCH models
| Metadata Label | Value |
|---|---|
| Author(s): | Audrino, Francesco, Bühlmann, Peter Lukas |
| Publisher: | Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) |
| Citation: | Audrino, Francesco and Bühlmann, Peter Lukas. Tree structured GARCH models. Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) (2000). http://dx.doi.org/10.3929/ethz-a-004106379 |
| Document Type: | Reports |
| Documents: |
Text
(566.92KB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Tree structured GARCH models |
| Author(s) |
Audrino, Francesco Bühlmann, Peter Lukas |
| Publication Place | Zürich |
| Publisher | Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) |
| Publication Date | 2000 |
| Series | Research report / Seminar für Statistik, Eidgenössische Technische Hochschule Zürich No. 91 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-004106379 |
| Subject(s) | Mathematical Statistics |
| Keyword(s) |
TIME SERIES ANALYSIS MATHEMATICAL STATISTICS FINANCIAL MATHEMATICS MATHEMATICAL ECONOMICS MAXIMUM LIKELIHOOD ESTIMATION |
| Organisational Unit | Seminar for Statistics |
| Online Publication Date | 2002 |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Text |
eth-23904-01.pdf |
application/pdf | 566.92KB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004106379 |
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E-Collection record created: Fri, 18 Apr 2008, 22:35:31 CET