Modelling economic high-frequency time series
Diss. Stockholm : Handelshögsk.
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| Format: | Doctoral Thesis |
| Language: | English |
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Handelshögskolan i Stockholm, Ekonomisk Statistik (ES)
1999
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-637 http://nbn-resolving.de/urn:isbn:91-7258-517-X |
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ndltd-UPSALLA1-oai-DiVA.org-hhs-6372013-01-08T13:09:08ZModelling economic high-frequency time seriesengLundbergh, StefanHandelshögskolan i Stockholm, Ekonomisk Statistik (ES)Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI)1999GARCHMisspecification testsModel specificationNonlinear time seriesParameter constancySmooth transitionSTARTime seriesEconometricsEkonometriDiss. Stockholm : Handelshögsk.Doctoral thesis, monographinfo:eu-repo/semantics/doctoralThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-637urn:isbn:91-7258-517-Xapplication/pdfinfo:eu-repo/semantics/openAccess |
| collection |
NDLTD |
| language |
English |
| format |
Doctoral Thesis |
| sources |
NDLTD |
| topic |
GARCH Misspecification tests Model specification Nonlinear time series Parameter constancy Smooth transition STAR Time series Econometrics Ekonometri |
| spellingShingle |
GARCH Misspecification tests Model specification Nonlinear time series Parameter constancy Smooth transition STAR Time series Econometrics Ekonometri Lundbergh, Stefan Modelling economic high-frequency time series |
| description |
Diss. Stockholm : Handelshögsk. |
| author |
Lundbergh, Stefan |
| author_facet |
Lundbergh, Stefan |
| author_sort |
Lundbergh, Stefan |
| title |
Modelling economic high-frequency time series |
| title_short |
Modelling economic high-frequency time series |
| title_full |
Modelling economic high-frequency time series |
| title_fullStr |
Modelling economic high-frequency time series |
| title_full_unstemmed |
Modelling economic high-frequency time series |
| title_sort |
modelling economic high-frequency time series |
| publisher |
Handelshögskolan i Stockholm, Ekonomisk Statistik (ES) |
| publishDate |
1999 |
| url |
http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-637 http://nbn-resolving.de/urn:isbn:91-7258-517-X |
| work_keys_str_mv |
AT lundberghstefan modellingeconomichighfrequencytimeseries |
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1716510181923225600 |