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GARCH models with long memory and nonparametric specifications

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Bibliographic Details
Main Author: Conrad, Christian (Author)
Format: Book/Monograph Thesis
Language:English
Published: 2006
Subjects:
Hochschulschrift
Nichtparametrische Regression
Inflation
Long-memory-Prozess
GARCH-Prozess
Ökonometrie
Online Access:Inhaltsverzeichnis: https://swbplus.bsz-bw.de/bsz25681869xinh.htm
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Author Notes:von Christian Conrad
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GARCH Models with Long Memory and Nonparametric Specifications by Conrad, Christian (Author)

2006

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Book/Monograph Thesis Online Resource

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