Asymptotically optimal smoothing with ARCH models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1994
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| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: Technical working papers
161 |
| Schlagworte: | |
| Beschreibung: | 16 S. |
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| 245 | 1 | 0 | |a Asymptotically optimal smoothing with ARCH models |c Daniel B. Nelson |
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Datensatz im Suchindex
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:45:01Z |
| institution | BVB |
| language | English |
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| physical | 16 S. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
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| 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 Asymptotically optimal smoothing with ARCH models Daniel B. Nelson Cambridge, Mass. 1994 16 S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: Technical working papers 161 Time-series analysis National Bureau of Economic Research <Cambridge, Mass.>: Technical working papers 161 (DE-604)BV005628090 161 |
| spellingShingle | Nelson, Daniel B. Asymptotically optimal smoothing with ARCH models National Bureau of Economic Research <Cambridge, Mass.>: Technical working papers Time-series analysis |
| title | Asymptotically optimal smoothing with ARCH models |
| title_auth | Asymptotically optimal smoothing with ARCH models |
| title_exact_search | Asymptotically optimal smoothing with ARCH models |
| title_full | Asymptotically optimal smoothing with ARCH models Daniel B. Nelson |
| title_fullStr | Asymptotically optimal smoothing with ARCH models Daniel B. Nelson |
| title_full_unstemmed | Asymptotically optimal smoothing with ARCH models Daniel B. Nelson |
| title_short | Asymptotically optimal smoothing with ARCH models |
| title_sort | asymptotically optimal smoothing with arch models |
| topic | Time-series analysis |
| topic_facet | Time-series analysis |
| volume_link | (DE-604)BV005628090 |
| work_keys_str_mv | AT nelsondanielb asymptoticallyoptimalsmoothingwitharchmodels |