Minimum distance estimation of GARCH(1,1)-models

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dc.contributor.advisorKrämer, Walter
dc.contributor.authorAzamo, Baudouin Tameze
dc.contributor.refereeWeißbach, Rafael
dc.date.accepted2007-10-19
dc.date.accessioned2007-12-03T07:07:55Z
dc.date.available2007-12-03T07:07:55Z
dc.date.issued2007-12-03T07:07:55Z
dc.identifier.urihttp://hdl.handle.net/2003/24888
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-879
dc.identifier.urnurn:nbn:de:hbz:290-2003/24888-8
dc.language.isoenen
dc.subjectRisikomanagementde
dc.subjectÖkonometriede
dc.subjectFinanzmathematikde
dc.subjectGARCH modelen
dc.subject.ddc310
dc.titleMinimum distance estimation of GARCH(1,1)-modelsen
dc.typeTexten
dc.type.publicationtypedoctoralThesisen
dcterms.accessRightsopen access

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