- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Discussion Paper Series / University of Heidelberg, Department of Economics ; 0579
- Event
-
Veröffentlichung
- (where)
-
Heidelberg
- (who)
-
Universitätsbibliothek Heidelberg
- (when)
-
2015
- Creator
- DOI
-
10.11588/heidok.00018010
- URN
-
urn:nbn:de:bsz:16-heidok-180103
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:42 PM CET
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
- Conrad, Christian
- Mammen, Enno
- Universitätsbibliothek Heidelberg
Time of origin
- 2015
Other Objects (12)
Asymptotics for parametric GARCH-in-Mean Models
Artificial regression testing in the GARCH-in-mean model
Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models
Multivariate GARCH models
Evaluating GARCH Models
Large time asymptotics for evolution equations with mean field couplings
Evaluating exponential GARCH models
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models
Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach
Asymptotics of models for cell populations
Bootstrapping stationary ARMA-GARCH models
Outlier Detection in GARCH Models
Asymptotics for parametric GARCH-in-Mean Models
Artificial regression testing in the GARCH-in-mean model
Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models
Multivariate GARCH models
Evaluating GARCH Models
Large time asymptotics for evolution equations with mean field couplings
Evaluating exponential GARCH models
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models
Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach
Asymptotics of models for cell populations
Bootstrapping stationary ARMA-GARCH models
Outlier Detection in GARCH Models
Asymptotics for parametric GARCH-in-Mean Models
Artificial regression testing in the GARCH-in-mean model
Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models
Multivariate GARCH models
Evaluating GARCH Models
Large time asymptotics for evolution equations with mean field couplings
Evaluating exponential GARCH models
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models
Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach
Asymptotics of models for cell populations
Bootstrapping stationary ARMA-GARCH models