Essays on structural vector autoregressions identified through time-varying volatility:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
2019
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| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | XLV, 170 Seiten Diagramme |
Internformat
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| 245 | 1 | 0 | |a Essays on structural vector autoregressions identified through time-varying volatility |c vorgelegt von Thore Schlaak, M. Sc. |
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| 650 | 4 | |a identification via heteroskedasticity | |
| 650 | 4 | |a conditional heteroskedasticity | |
| 650 | 4 | |a Markov switching | |
| 650 | 4 | |a GARCH | |
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Datensatz im Suchindex
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| spelling | Schlaak, Thore Verfasser (DE-588)1201321638 aut Essays on structural vector autoregressions identified through time-varying volatility vorgelegt von Thore Schlaak, M. Sc. Berlin 2019 XLV, 170 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Dissertation Freie Universität Berlin 2019 Structural vector autoregression identification via heteroskedasticity conditional heteroskedasticity Markov switching GARCH (DE-588)4113937-9 Hochschulschrift gnd-content Erscheint auch als Online-Ausgabe Schlaak, Thore Essays on structural vector autoregressions identified through time-varying volatility (DE-604)BV046293133 https://refubium.fu-berlin.de/handle/fub188/26066 Resolving-System kostenfrei Volltext |
| spellingShingle | Schlaak, Thore Essays on structural vector autoregressions identified through time-varying volatility Structural vector autoregression identification via heteroskedasticity conditional heteroskedasticity Markov switching GARCH |
| subject_GND | (DE-588)4113937-9 |
| title | Essays on structural vector autoregressions identified through time-varying volatility |
| title_auth | Essays on structural vector autoregressions identified through time-varying volatility |
| title_exact_search | Essays on structural vector autoregressions identified through time-varying volatility |
| title_full | Essays on structural vector autoregressions identified through time-varying volatility vorgelegt von Thore Schlaak, M. Sc. |
| title_fullStr | Essays on structural vector autoregressions identified through time-varying volatility vorgelegt von Thore Schlaak, M. Sc. |
| title_full_unstemmed | Essays on structural vector autoregressions identified through time-varying volatility vorgelegt von Thore Schlaak, M. Sc. |
| title_short | Essays on structural vector autoregressions identified through time-varying volatility |
| title_sort | essays on structural vector autoregressions identified through time varying volatility |
| topic | Structural vector autoregression identification via heteroskedasticity conditional heteroskedasticity Markov switching GARCH |
| topic_facet | Structural vector autoregression identification via heteroskedasticity conditional heteroskedasticity Markov switching GARCH Hochschulschrift |
| url | https://refubium.fu-berlin.de/handle/fub188/26066 |
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