Asymptotic filtering theory for multivariate ARCH models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1994
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: Technical working papers
162 |
| Schlagworte: | |
| Beschreibung: | 55 S. graph. Darst. |
Internformat
MARC
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| 264 | 1 | |a Cambridge, Mass. |c 1994 | |
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| 650 | 4 | |a Time-series analysis | |
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Datensatz im Suchindex
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| author | Nelson, Daniel B. |
| author_facet | Nelson, Daniel B. |
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| id | DE-604.BV010018912 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:45:01Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006641965 |
| oclc_num | 31280909 |
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| physical | 55 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
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| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: Technical working papers |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: Technical working papers |
| spelling | Nelson, Daniel B. Verfasser aut Asymptotic filtering theory for multivariate ARCH models Daniel B. Nelson Cambridge, Mass. 1994 55 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: Technical working papers 162 Time-series analysis National Bureau of Economic Research <Cambridge, Mass.>: Technical working papers 162 (DE-604)BV005628090 162 |
| spellingShingle | Nelson, Daniel B. Asymptotic filtering theory for multivariate ARCH models National Bureau of Economic Research <Cambridge, Mass.>: Technical working papers Time-series analysis |
| title | Asymptotic filtering theory for multivariate ARCH models |
| title_auth | Asymptotic filtering theory for multivariate ARCH models |
| title_exact_search | Asymptotic filtering theory for multivariate ARCH models |
| title_full | Asymptotic filtering theory for multivariate ARCH models Daniel B. Nelson |
| title_fullStr | Asymptotic filtering theory for multivariate ARCH models Daniel B. Nelson |
| title_full_unstemmed | Asymptotic filtering theory for multivariate ARCH models Daniel B. Nelson |
| title_short | Asymptotic filtering theory for multivariate ARCH models |
| title_sort | asymptotic filtering theory for multivariate arch models |
| topic | Time-series analysis |
| topic_facet | Time-series analysis |
| volume_link | (DE-604)BV005628090 |
| work_keys_str_mv | AT nelsondanielb asymptoticfilteringtheoryformultivariatearchmodels |