Fourth moments of multivariate GARCH processes
| dc.contributor.author | Hafner, Christian | |
| dc.date.accessioned | 2017-06-15T20:52:27Z | |
| dc.date.available | 2017-06-15T20:52:27Z | |
| dc.date.created | 2005-09-30 | |
| dc.date.issued | 2000-09-01 | |
| dc.identifier.issn | 1436-1086 | |
| dc.identifier.uri | http://edoc.hu-berlin.de/18452/4053 | |
| dc.language.iso | eng | |
| dc.publisher | Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät | |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
| dc.subject | multivariate GARCH | eng |
| dc.subject | fourth moments | eng |
| dc.subject | kurtosis | eng |
| dc.subject | co-kurtosis | eng |
| dc.subject | impulse response function | eng |
| dc.subject.ddc | 330 Wirtschaft | |
| dc.title | Fourth moments of multivariate GARCH processes | |
| dc.type | book | |
| dc.identifier.urn | urn:nbn:de:kobv:11-10048069 | |
| dc.identifier.doi | http://dx.doi.org/10.18452/3401 | |
| local.edoc.container-title | Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes | |
| local.edoc.pages | 18 | |
| local.edoc.type-name | Buch | |
| local.edoc.container-type | series | |
| local.edoc.container-type-name | Schriftenreihe | |
| local.edoc.container-volume | 2000 | |
| local.edoc.container-issue | 80 | |
| local.edoc.container-year | 2000 | |
| local.edoc.container-erstkatid | 2135319-0 |
