Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
München
Ces
2005
München Ifo |
| Schriftenreihe: | CESifo working paper
1505 : category 10, Empirical and theoretical methods |
| Schlagworte: | |
| Beschreibung: | Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar |
| Beschreibung: | 16 S. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process |c Peter A. Zadrozny. Center for Economic Studies & Ifo Institute for Economic Research |
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Datensatz im Suchindex
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| author | Zadrozny, Peter |
| author_facet | Zadrozny, Peter |
| author_role | aut |
| author_sort | Zadrozny, Peter |
| author_variant | p z pz |
| building | Verbundindex |
| bvnumber | BV021299450 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)162282514 (DE-599)BVBBV021299450 |
| dewey-full | 519.55 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.55 |
| dewey-search | 519.55 |
| dewey-sort | 3519.55 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV021299450 |
| illustrated | Illustrated |
| index_date | 2024-07-02T13:52:12Z |
| indexdate | 2024-07-09T20:35:05Z |
| institution | BVB |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014620170 |
| oclc_num | 162282514 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-12 DE-355 DE-BY-UBR DE-521 |
| owner_facet | DE-19 DE-BY-UBM DE-12 DE-355 DE-BY-UBR DE-521 |
| physical | 16 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Ces Ifo |
| record_format | marc |
| series | CESifo working paper |
| series2 | CESifo working paper |
| spelling | Zadrozny, Peter Verfasser aut Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process Peter A. Zadrozny. Center for Economic Studies & Ifo Institute for Economic Research München Ces 2005 München Ifo 16 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier CESifo working paper 1505 : category 10, Empirical and theoretical methods Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Ljapunov-Gleichung (DE-588)4524572-1 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 s DE-604 Stochastischer Prozess (DE-588)4057630-9 s Ljapunov-Gleichung (DE-588)4524572-1 s CESifo working paper 1505 : category 10, Empirical and theoretical methods (DE-604)BV013978326 1505 |
| spellingShingle | Zadrozny, Peter Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process CESifo working paper Parameterschätzung (DE-588)4044614-1 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Ljapunov-Gleichung (DE-588)4524572-1 gnd |
| subject_GND | (DE-588)4044614-1 (DE-588)4057630-9 (DE-588)4524572-1 |
| title | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process |
| title_auth | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process |
| title_exact_search | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process |
| title_exact_search_txtP | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process |
| title_full | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process Peter A. Zadrozny. Center for Economic Studies & Ifo Institute for Economic Research |
| title_fullStr | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process Peter A. Zadrozny. Center for Economic Studies & Ifo Institute for Economic Research |
| title_full_unstemmed | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process Peter A. Zadrozny. Center for Economic Studies & Ifo Institute for Economic Research |
| title_short | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(P,Q) Process |
| title_sort | necessary and sufficient restrictions for existence of a unique fourth moment of a univariate garch p q process |
| topic | Parameterschätzung (DE-588)4044614-1 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Ljapunov-Gleichung (DE-588)4524572-1 gnd |
| topic_facet | Parameterschätzung Stochastischer Prozess Ljapunov-Gleichung |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT zadroznypeter necessaryandsufficientrestrictionsforexistenceofauniquefourthmomentofaunivariategarchpqprocess |