Hochschulschrift

GARCH models with long memory and nonparametric specifications

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Dimensions: 25 cm

Extent: IX, 209 S.

Language: Englisch

Notes: graph. Darst.
Mannheim, Univ., Diss., 2006 (Nicht für den Austausch)

Keyword: Ökonometrie ; GARCH-Prozess ; Long-memory-Prozess ; Inflation ; Nichtparametrische Regression

Creator: Conrad, Christian

Table of contents: https://d-nb.info/981225861/04

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

Last update: 11.03.2025, 12:28 PM CET

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Conrad, Christian

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GARCH models with long memory and nonparametric specifications

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