Finite-Sample Properties of GARCH Models in the Presence of Time-Varying Unconditional Variance : A Simulation Study
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft der FernUniversität in Hagen ; 519
- Klassifikation
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Wirtschaft
- DOI
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10.18445/20200505-111641-0
- URN
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urn:nbn:de:hbz:708-dh10547
- Rechteinformation
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:46 MEZ
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Beteiligte
- Old, Oliver
- FernUniversität in Hagen
Entstanden
- 2020
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