The simultaneous equations model with generalized autoregressive conditional heteroskedasticity: the SEM-GARCH model
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Washington, DC
Board of Governors of the Federal Reserve System
1988
|
| Schriftenreihe: | International finance discussion paper
322. |
| Schlagworte: | |
| Beschreibung: | 35, 27 S. |
Internformat
MARC
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Datensatz im Suchindex
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| id | DE-604.BV006046746 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:39:17Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-003809612 |
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| physical | 35, 27 S. |
| publishDate | 1988 |
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| publisher | Board of Governors of the Federal Reserve System |
| record_format | marc |
| series | International finance discussion paper |
| series2 | International finance discussion paper |
| spelling | Harmon, Richard Verfasser aut The simultaneous equations model with generalized autoregressive conditional heteroskedasticity the SEM-GARCH model Washington, DC Board of Governors of the Federal Reserve System 1988 35, 27 S. txt rdacontent n rdamedia nc rdacarrier International finance discussion paper 322. Mathematisches Modell Wirtschaft Economics Mathematical models Equations, Simultaneous Regression analysis International finance discussion paper 322. (DE-604)BV004858255 322 |
| spellingShingle | Harmon, Richard The simultaneous equations model with generalized autoregressive conditional heteroskedasticity the SEM-GARCH model International finance discussion paper Mathematisches Modell Wirtschaft Economics Mathematical models Equations, Simultaneous Regression analysis |
| title | The simultaneous equations model with generalized autoregressive conditional heteroskedasticity the SEM-GARCH model |
| title_auth | The simultaneous equations model with generalized autoregressive conditional heteroskedasticity the SEM-GARCH model |
| title_exact_search | The simultaneous equations model with generalized autoregressive conditional heteroskedasticity the SEM-GARCH model |
| title_full | The simultaneous equations model with generalized autoregressive conditional heteroskedasticity the SEM-GARCH model |
| title_fullStr | The simultaneous equations model with generalized autoregressive conditional heteroskedasticity the SEM-GARCH model |
| title_full_unstemmed | The simultaneous equations model with generalized autoregressive conditional heteroskedasticity the SEM-GARCH model |
| title_short | The simultaneous equations model with generalized autoregressive conditional heteroskedasticity |
| title_sort | the simultaneous equations model with generalized autoregressive conditional heteroskedasticity the sem garch model |
| title_sub | the SEM-GARCH model |
| topic | Mathematisches Modell Wirtschaft Economics Mathematical models Equations, Simultaneous Regression analysis |
| topic_facet | Mathematisches Modell Wirtschaft Economics Mathematical models Equations, Simultaneous Regression analysis |
| volume_link | (DE-604)BV004858255 |
| work_keys_str_mv | AT harmonrichard thesimultaneousequationsmodelwithgeneralizedautoregressiveconditionalheteroskedasticitythesemgarchmodel |