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2000-09-01Buch DOI: 10.18452/3401
Fourth moments of multivariate GARCH processes
dc.contributor.authorHafner, Christian M.
dc.date.accessioned2017-06-15T20:52:27Z
dc.date.available2017-06-15T20:52:27Z
dc.date.created2005-09-30
dc.date.issued2000-09-01none
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4053
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.relation.ispartofseriesSonderforschungsbereich 373: Quantification and Simulation of Economic Processes - 80, SFB 373 Papers, ISSN:1436-1086
dc.subjectmultivariate GARCHeng
dc.subjectfourth momentseng
dc.subjectkurtosiseng
dc.subjectco-kurtosiseng
dc.subjectimpulse response functioneng
dc.subject.ddc330 Wirtschaft
dc.titleFourth moments of multivariate GARCH processes
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10048069
dc.identifier.doihttp://dx.doi.org/10.18452/3401
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.container-titleSFB 373 Papers
local.edoc.container-issn1436-1086
local.edoc.pages18
local.z-edoc.journal-periodikumAusgabe80,
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2000
local.edoc.container-issue80
local.edoc.container-year2000
local.edoc.container-erstkatid2135319-0

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