Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution: a robustness study
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
Osnabrück
Univ., Inst. für Empirische Wirtschaftsforschung
2005
|
| Edition: | Preliminary version |
| Series: | Beiträge des Institut für Empirische Wirtschaftsforschung
73 |
| Physical Description: | 35 Bl. graph. Darst. |
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| index_date | 2024-07-02T14:35:52Z |
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| spelling | Pauly, Ralf Verfasser (DE-588)17002461X aut Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution a robustness study von Ralf Pauly ; Peter Kosater Preliminary version Osnabrück Univ., Inst. für Empirische Wirtschaftsforschung 2005 35 Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Beiträge des Institut für Empirische Wirtschaftsforschung 73 Kosater, Peter Verfasser aut Beiträge des Institut für Empirische Wirtschaftsforschung 73 (DE-604)BV012905782 73 |
| spellingShingle | Pauly, Ralf Kosater, Peter Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution a robustness study Beiträge des Institut für Empirische Wirtschaftsforschung |
| title | Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution a robustness study |
| title_auth | Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution a robustness study |
| title_exact_search | Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution a robustness study |
| title_exact_search_txtP | Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution a robustness study |
| title_full | Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution a robustness study von Ralf Pauly ; Peter Kosater |
| title_fullStr | Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution a robustness study von Ralf Pauly ; Peter Kosater |
| title_full_unstemmed | Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution a robustness study von Ralf Pauly ; Peter Kosater |
| title_short | Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution |
| title_sort | small sample properties of estimators in an arch 1 and garch 1 1 model with a generalized error distribution a robustness study |
| title_sub | a robustness study |
| volume_link | (DE-604)BV012905782 |
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