scientific article
From MaRDI portal
Publication:3102226
zbMath1237.91005MaRDI QIDQ3102226
No author found.
Publication date: 2 December 2011
Full work available at URL: http://www.crcnetbase.com/isbn/9781439846575
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Related Items (4)
Testing for abrupt breaks in variance structures with smooth changes ⋮ Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model ⋮ Subsampling for nonstationary time series with non-zero mean function ⋮ Appraisal of excess Kurtosis through outlier-modified GARCH-type models
This page was built for publication:
