Authors: | Messow, Philip |
Title: | Statistical problems of time varying volatility in economic time series |
Language (ISO): | en |
Subject Headings: | Stochastic volatility GARCH Nonnested testing |
URI: | http://hdl.handle.net/2003/33071 http://dx.doi.org/10.17877/DE290R-15518 |
Issue Date: | 2014-04-30 |
Appears in Collections: | Institut für Wirtschafts- und Sozialstatistik |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Dissertation.pdf | DNB | 511.88 kB | Adobe PDF | View/Open |
Zusammenfassung.pdf | DNB | 40.44 kB | Adobe PDF | View/Open |
This item is protected by original copyright |
This item is protected by original copyright rightsstatements.org