Hochschulschrift
Asymptotic Theory for M-estimators in general autoregressive conditional heteroscedasticity models
- Alternative title
-
Aymptotische Theorie für M-Schätzer in allgemeinen autoregressiven bedingt heteroskedastischen Modellen
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Erlangen, Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU), Diss., 2013
- Keyword
-
ARCH-Modell
Schätztheorie
Risikomaß
Aktienindex
Schätzung
Deutschland
Statistik
Schätztheorie
Stochastik
Asymptotik
ARCH-Prozess
GARCH-Prozess
Schätztheorie
Value at Risk
Aktienindex
Schätzung
Deutschland
- Event
-
Veröffentlichung
- (where)
-
Erlangen
- (who)
-
Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
- (when)
-
2013
- Creator
- Contributor
- URN
-
urn:nbn:de:bvb:29-opus-48796
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:43 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Tinkl, Fabian
- Klein, Ingo
- Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
Time of origin
- 2013
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Statistical inference in conditional heteroskedastic autoregressive models
Asymptotic theory for ordinary least squares estimators in regression models with forecast feedback
Asymptotic theory for M-estimators in general autoregressive conditional heteroscedastic time series models
Asymptotic theory for M-estimators of boundaries
Asymptotic theory for M-estimators of boundaries
Conditional Quantile Estimators: A Small Sample Theory
The Asymptotic Properties of Burg Estimators
Projection estimators for autoregressive panel data models
lCARE: localizing conditional autoregressive expectiles
Evaluating models of autoregressive conditional duration
Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations
lCARE – localizing Conditional AutoRegressive Expectiles
Statistical inference in conditional heteroskedastic autoregressive models