Essays on structural vector autoregressions identified through time-varying volatility:
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| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Berlin
2019
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| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | XLV, 170 Seiten Diagramme |
Staff View
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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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