Holdings: Estimation in conditionally heteroscedastic time series models

Estimation in conditionally heteroscedastic time series models:

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Bibliographic Details
Main Author:	Straumann, Daniel (Author)
Format:	Electronic eBook
Language:	English
Published:	Berlin [u.a.] Springer 2005
Series:	Lecture notes in statistics 181
Subjects:	GARCH-Prozess Parameterschätzung Hochschulschrift
Online Access:	BTU01 TUM01 UBA01 UBR01 UBT01 UPA01 Volltext
Physical Description:	1 Online-Ressource (228 S.) graph. Darst.
ISBN:	9783540269786
DOI:	10.1007/b138400

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spelling	Straumann, Daniel Verfasser aut Estimation in conditionally heteroscedastic time series models Daniel Straumann Berlin [u.a.] Springer 2005 1 Online-Ressource (228 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Lecture notes in statistics 181 GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 gnd rswk-swf 1\p (DE-588)4113937-9 Hochschulschrift gnd-content GARCH-Prozess (DE-588)4346436-1 s Parameterschätzung (DE-588)4044614-1 s DE-604 Erscheint auch als Druckausgabe 3-540-21135-7 Lecture notes in statistics 181 (DE-604)BV036592911 181 https://doi.org/10.1007/b138400 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Straumann, Daniel Estimation in conditionally heteroscedastic time series models Lecture notes in statistics GARCH-Prozess (DE-588)4346436-1 gnd Parameterschätzung (DE-588)4044614-1 gnd
subject_GND	(DE-588)4346436-1 (DE-588)4044614-1 (DE-588)4113937-9
title	Estimation in conditionally heteroscedastic time series models
title_auth	Estimation in conditionally heteroscedastic time series models
title_exact_search	Estimation in conditionally heteroscedastic time series models
title_exact_search_txtP	Estimation in conditionally heteroscedastic time series models
title_full	Estimation in conditionally heteroscedastic time series models Daniel Straumann
title_fullStr	Estimation in conditionally heteroscedastic time series models Daniel Straumann
title_full_unstemmed	Estimation in conditionally heteroscedastic time series models Daniel Straumann
title_short	Estimation in conditionally heteroscedastic time series models
title_sort	estimation in conditionally heteroscedastic time series models
topic	GARCH-Prozess (DE-588)4346436-1 gnd Parameterschätzung (DE-588)4044614-1 gnd
topic_facet	GARCH-Prozess Parameterschätzung Hochschulschrift
url	https://doi.org/10.1007/b138400
volume_link	(DE-604)BV036592911
work_keys_str_mv	AT straumanndaniel estimationinconditionallyheteroscedastictimeseriesmodels

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