Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Beiträge zur Statistik > Beiträge ; 58
- Keyword
-
GARCH-Prozess
- Event
-
Veröffentlichung
- (where)
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Heidelberg
- (who)
-
Universitätsbibliothek Heidelberg
- (when)
-
1999
- Creator
- DOI
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10.11588/heidok.00020781
- URN
-
urn:nbn:de:bsz:16-heidok-207818
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:35 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Maercker, Gisela
- Moser, Martin
- Universitätsbibliothek Heidelberg
Time of origin
- 1999
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