Nonparametric GARCH models

Metadata Label Value
Author(s): Bühlmann, Peter Lukas, McNeil, Alexander J.
Publisher: Seminar für Statistik, Eidgenössische Technische Hochschule
Citation:

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

Document Type: Reports  
Documents: Text (784.37KB)
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Detailed Information

Metadata Description
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) Mathematical Statistics
Keyword(s) TIME SERIES ANALYSIS
MATHEMATICAL STATISTICS
NONPARAMETRIC ESTIMATION
FINANCIAL MATHEMATICS
MATHEMATICAL ECONOMICS
Organisational Unit Seminar for Statistics
Online Publication Date 2002
Description File Name MIME Type Size
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