Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

ISBN: 9783935821353
3935821352

Dimensions: 30 cm

Extent: 44 S.

Language: Englisch

Notes: graph. Darst.
Literaturverz. S. 36 - 38

Bibliographic citation: Discussion paper / Volkswirtschaftliches Forschungszentrum ; 02,26

Keyword: ARCH-Prozess
Stochastischer Prozess
Volatilität
Zeitreihenanalyse
Theorie
Bootstrap-Statistik
Heteroskedastizität

Event: Veröffentlichung

(where): Frankfurt am Main

(who): Dt. Bundesbank, Press and Public Relations Div.

(when): 2002

Creator: Gonçalves, Sílvia
Kilian, Lutz

Table of contents: https://d-nb.info/966058933/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.03.2025, 12:06 PM CET

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Associated

Gonçalves, Sílvia
Kilian, Lutz
Dt. Bundesbank, Press and Public Relations Div.

Time of origin

2002

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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

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Other Objects (12)

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