1. Eldorado
  2. Fakultäten
  3. 05 Fakultät Statistik
  4. Institut für Wirtschafts- und Sozialstatistik
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dc.contributor.advisorLinnemann, Ludger-
dc.contributor.authorMessow, Philip-
dc.date.accessioned2014-04-30T12:40:25Z-
dc.date.available2014-04-30T12:40:25Z-
dc.date.issued2014-04-30-
dc.identifier.urihttp://hdl.handle.net/2003/33071-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-15518-
dc.language.isoende
dc.subjectStochastic volatilityen
dc.subjectGARCHen
dc.subjectNonnested testingen
dc.subject.ddc310-
dc.titleStatistical problems of time varying volatility in economic time seriesen
dc.typeTextde
dc.contributor.refereeKrämer, Walter-
dc.date.accepted2014-03-26-
dc.type.publicationtypedoctoralThesisde
dcterms.accessRightsopen access-
Appears in Collections:Institut für Wirtschafts- und Sozialstatistik

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