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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 |
| Dokumententyp: | Reports |
| Dokumente: |
Text
(784.37KB) |
Detailansicht
| 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 |
| Beschreibung | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004159348 |
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E-Collection record created: Fri, 18 Apr 2008, 22:46:41 CET