Statistical problems of time varying volatility in economic time series

dc.contributor.advisor	Linnemann, Ludger
dc.contributor.author	Messow, Philip
dc.contributor.referee	Krämer, Walter
dc.date.accepted	2014-03-26
dc.date.accessioned	2014-04-30T12:40:25Z
dc.date.available	2014-04-30T12:40:25Z
dc.date.issued	2014-04-30
dc.identifier.uri	http://hdl.handle.net/2003/33071
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15518
dc.language.iso	en	de
dc.subject	Stochastic volatility	en
dc.subject	GARCH	en
dc.subject	Nonnested testing	en
dc.subject.ddc	310
dc.title	Statistical problems of time varying volatility in economic time series	en
dc.type	Text	de
dc.type.publicationtype	doctoralThesis	de
dcterms.accessRights	open access

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