A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models
Year of publication: |
2012
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Authors: | Grobys, Klaus |
Published in: |
Journal of finance and investment analysis. - London : Scienpress, ISSN 2241-0996, ZDB-ID 26551500. - Vol. 1.2012, 1, p. 55-67
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Extent: | graph. Darst. |
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Type of publication: | Article |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | hdl:10419/58007 [Handle] |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G10 - General Financial Markets. General |
Source: |
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