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Estimation in conditionally heteroscedastic time series models

Straumann, Daniel

Estimation in conditionally heteroscedastic time series models Daniel Straumann - Berlin Springer c2005 - xi, 228 p. : ill. ; 24 cm

Originally presented as the author's thesis (doctoral). Includes bibliographical references (p. [215]-220) and indexes

ISBN: 9783540211358

ISSN: 2004115047

Subjects--Topical Terms:
Econometrics
Heteroscedasticity
Parameter estimation
Time-series analysis

Dewey Class. No.: 519.544 STR

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Estimation in conditionally heteroscedastic time series models

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