Nonparametric GARCH models

Metadata Label Value
Autor(en): Bühlmann, Peter Lukas, McNeil, Alexander J.
Verlag: Seminar für Statistik, Eidgenössische Technische Hochschule
Zitierweise:

Bühlmann, Peter Lukas and McNeil, Alexander J.. Nonparametric GARCH models. Seminar für Statistik, Eidgenössische Technische Hochschule (1999). http://dx.doi.org/10.3929/ethz-a-004159348

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Dokumente: Text (784.37KB)
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Metadaten Beschreibung
Title Nonparametric GARCH models
Author(s) Bühlmann, Peter Lukas
McNeil, Alexander J.
Publication Place Zürich
Publisher Seminar für Statistik, Eidgenössische Technische Hochschule
Publication Date 1999
Series Research Report / Seminar für Statistik and Department of Mathematics, Eidgenössische Technische Hochschule (ETH) No. 90
Language English
DOI http://dx.doi.org/10.3929/ethz-a-004159348
Subject(s) Mathematische Statistik
Keyword(s) ZEITREIHENANALYSE
MATHEMATISCHE STATISTIK
NICHTPARAMETRISCHE SCHÄTZUNG
FINANZMATHEMATIK
WIRTSCHAFTSMATHEMATIK
Organisational Unit Seminar for Statistics
Online Publication Date 2002
Beschreibung Dateiname MIME Type Grösse
Text   eth-24069-01.pdf application/pdf 784.37KB
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E-Collection record created: Fri, 18 Apr 2008, 22:46:41 CET