Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 1998, Ausgabe 107, 1998

Keyword: Regressionsanalyse
Schätztheorie
Nichtparametrisches Verfahren
Volatilität
Schätzung
Wechselkurs
Deutschland
USA

Event: Veröffentlichung

(where): Berlin

(who): Humboldt-Universität zu Berlin

(when): 1998

Creator: Yang, Lijian
Härdle, Wolfgang
Nielsen, Jens Perch

DOI: 10.18452/3781

URN: urn:nbn:de:kobv:11-10060785

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:46 PM CET

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Associated

Yang, Lijian
Härdle, Wolfgang
Nielsen, Jens Perch
Humboldt-Universität zu Berlin

Time of origin

1998

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Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

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Other Objects (12)

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