- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2002, Ausgabe 43, 2002
- Schlagwort
-
ARCH-Prozess
Nichtparametrisches Verfahren
Schätztheorie
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
2002
- DOI
-
10.18452/3490
- URN
-
urn:nbn:de:kobv:11-10049015
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:53 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Franke, Jürgen
- Holzberger, Harriet
- Müller, Marlene
- Humboldt-Universität zu Berlin
Entstanden
- 2002
Ähnliche Objekte (12)
Nonparametric estimators of GARCH processes
Nonparametric estimation of nonlinear ARMA and GARCH processes
The impacts of outliers on different estimators for GARCH processes: an empirical study
Global measures of deviation of nonparametric curve estimators
The asymptotic behavior of some nonparametric changepoint-estimators
Simple nonparametric estimators for unemployment duration analysis
Simple nonparametric estimators for unemployment duration analysis
Monte Carlo comparison for nonparametric threshold estimators
Fourth moments of multivariate GARCH processes
Fourth moments of multivariate GARCH processes
GARCH models with long memory and nonparametric specifications
GARCH models with long memory and nonparametric specifications
Nonparametric estimators of GARCH processes
Nonparametric estimation of nonlinear ARMA and GARCH processes
The impacts of outliers on different estimators for GARCH processes: an empirical study
Global measures of deviation of nonparametric curve estimators
The asymptotic behavior of some nonparametric changepoint-estimators
Simple nonparametric estimators for unemployment duration analysis
Simple nonparametric estimators for unemployment duration analysis
Monte Carlo comparison for nonparametric threshold estimators
Fourth moments of multivariate GARCH processes
Fourth moments of multivariate GARCH processes
GARCH models with long memory and nonparametric specifications
GARCH models with long memory and nonparametric specifications
Nonparametric estimators of GARCH processes
Nonparametric estimation of nonlinear ARMA and GARCH processes
The impacts of outliers on different estimators for GARCH processes: an empirical study
Global measures of deviation of nonparametric curve estimators
The asymptotic behavior of some nonparametric changepoint-estimators
Simple nonparametric estimators for unemployment duration analysis
Simple nonparametric estimators for unemployment duration analysis
Monte Carlo comparison for nonparametric threshold estimators
Fourth moments of multivariate GARCH processes
Fourth moments of multivariate GARCH processes
GARCH models with long memory and nonparametric specifications