Long memory with Markov-switching GARCH:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Munich
CESifo
2008
|
| Schriftenreihe: | CESifo working papers
2225 : Category 10, Empirical and theoretical methods |
| Schlagworte: | |
| Online-Zugang: | kostenfrei |
| Beschreibung: | Literaturverz. S. 8 - 9 |
| Beschreibung: | 9 S. |
Internformat
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Datensatz im Suchindex
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| author | Krämer, Walter 1948- |
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| id | DE-604.BV023292195 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T20:43:34Z |
| indexdate | 2024-07-09T21:15:07Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016476784 |
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| physical | 9 S. |
| psigel | ebook |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | CESifo |
| record_format | marc |
| series | CESifo working papers |
| series2 | CESifo working papers |
| spelling | Krämer, Walter 1948- Verfasser (DE-588)121386767 aut Long memory with Markov-switching GARCH Walter Krämer Munich CESifo 2008 9 S. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2225 : Category 10, Empirical and theoretical methods Literaturverz. S. 8 - 9 Hidden-Markov-Modell (DE-588)4352479-5 gnd rswk-swf GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf Hidden-Markov-Modell (DE-588)4352479-5 s GARCH-Prozess (DE-588)4346436-1 s DE-604 CESifo working papers 2225 : Category 10, Empirical and theoretical methods (DE-604)BV013978326 2225 http://www.cesifo-group.de/DocDL/cesifo1_wp2225.pdf Verlag kostenfrei Volltext |
| spellingShingle | Krämer, Walter 1948- Long memory with Markov-switching GARCH CESifo working papers Hidden-Markov-Modell (DE-588)4352479-5 gnd GARCH-Prozess (DE-588)4346436-1 gnd |
| subject_GND | (DE-588)4352479-5 (DE-588)4346436-1 |
| title | Long memory with Markov-switching GARCH |
| title_auth | Long memory with Markov-switching GARCH |
| title_exact_search | Long memory with Markov-switching GARCH |
| title_exact_search_txtP | Long memory with Markov-switching GARCH |
| title_full | Long memory with Markov-switching GARCH Walter Krämer |
| title_fullStr | Long memory with Markov-switching GARCH Walter Krämer |
| title_full_unstemmed | Long memory with Markov-switching GARCH Walter Krämer |
| title_short | Long memory with Markov-switching GARCH |
| title_sort | long memory with markov switching garch |
| topic | Hidden-Markov-Modell (DE-588)4352479-5 gnd GARCH-Prozess (DE-588)4346436-1 gnd |
| topic_facet | Hidden-Markov-Modell GARCH-Prozess |
| url | http://www.cesifo-group.de/DocDL/cesifo1_wp2225.pdf |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT kramerwalter longmemorywithmarkovswitchinggarch |