Nonparametric autoregression with multiplicative volatility and additive mean:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin
1998
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| Series: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
1998,107 |
| Item Description: | Literaturverz. S. 20 - 22 |
| Physical Description: | 22 S. graph. Darst. |
Staff View
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| 490 | 1 | |a Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |v 1998,107 | |
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| indexdate | 2024-07-09T23:10:38Z |
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| series2 | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Yang, Lijian Verfasser aut Nonparametric autoregression with multiplicative volatility and additive mean Lijian Yang ; Wolfgang Härdle ; Jens P. Nielsen. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse Berlin 1998 22 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 1998,107 Literaturverz. S. 20 - 22 Härdle, Wolfgang 1953- Verfasser (DE-588)110357116 aut Nielsen, Jens Perch Verfasser aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 1998,107 (DE-604)BV012925295 1998,107 |
| spellingShingle | Yang, Lijian Härdle, Wolfgang 1953- Nielsen, Jens Perch Nonparametric autoregression with multiplicative volatility and additive mean |
| title | Nonparametric autoregression with multiplicative volatility and additive mean |
| title_auth | Nonparametric autoregression with multiplicative volatility and additive mean |
| title_exact_search | Nonparametric autoregression with multiplicative volatility and additive mean |
| title_full | Nonparametric autoregression with multiplicative volatility and additive mean Lijian Yang ; Wolfgang Härdle ; Jens P. Nielsen. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_fullStr | Nonparametric autoregression with multiplicative volatility and additive mean Lijian Yang ; Wolfgang Härdle ; Jens P. Nielsen. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_full_unstemmed | Nonparametric autoregression with multiplicative volatility and additive mean Lijian Yang ; Wolfgang Härdle ; Jens P. Nielsen. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_short | Nonparametric autoregression with multiplicative volatility and additive mean |
| title_sort | nonparametric autoregression with multiplicative volatility and additive mean |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT yanglijian nonparametricautoregressionwithmultiplicativevolatilityandadditivemean AT hardlewolfgang nonparametricautoregressionwithmultiplicativevolatilityandadditivemean AT nielsenjensperch nonparametricautoregressionwithmultiplicativevolatilityandadditivemean |