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Essays on autoregressive conditional heteroskedasticity

Essays on autoregressive conditional heteroskedasticity

Diss. Stockholm : Handelshögskolan, 2006 S. 1-9: introduction, s. 11-170: 5 research papers

Bibliographic Details
Main Author: Silvennoinen, Annastiina
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Ekonomisk Statistik (ES) 2006
Subjects:
Financial econometrics
Asymmetry
Programming
Unconditional skewness
Variable correlation GARCH model
Volatility model evaluation
Multivariate GARCH
Time series
Estimation
Nonlinearity
Economics
Nationalekonomi
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-489
http://nbn-resolving.de/urn:isbn:91-7258-711-3
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Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-489
http://nbn-resolving.de/urn:isbn:91-7258-711-3

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