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)
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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
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E-Collection record created: Fri, 18 Apr 2008, 22:35:31 CET