%0 Book %1 GVK357639294 %A Gonÿøcalves, Sìlvia %A Kilian, Lutz %B Working paper series / European Central Bank %C Frankfurt am Main %D 2002 %I European Central Bank %K ARCH-Modell Bootstrap-Verfahren Heteroskedastizität Stochastischer_Prozess Theorie Volatilität Zeitreihenanalyse %N 196 %T Bootstrapping autoregressions with conditional heteroskedasticity of unknown form %U http://gso.gbv.de/DB=2.1/CMD?ACT=SRCHA&SRT=YOP&IKT=1016&TRM=ppn+357639294&sourceid=fbw_bibsonomy

@book{GVK357639294, added-at = {2009-08-21T12:12:59.000+0200}, address = {Frankfurt am Main}, author = {Gonÿøcalves, {Sìlvia} and Kilian, {Lutz}}, biburl = {https://www.bibsonomy.org/bibtex/2ad9c5b9ee46ee419b60ac0f76e3cf187/fbw_hannover}, interhash = {1d67f015f53f8fc37ae9d09a7604d003}, intrahash = {ad9c5b9ee46ee419b60ac0f76e3cf187}, keywords = {ARCH-Modell Bootstrap-Verfahren Heteroskedastizität Stochastischer_Prozess Theorie Volatilität Zeitreihenanalyse}, number = 196, pagetotal = {48}, ppn_gvk = {357639294}, publisher = {European Central Bank}, series = {Working paper series / European Central Bank}, timestamp = {2009-08-21T12:13:38.000+0200}, title = {Bootstrapping autoregressions with conditional heteroskedasticity of unknown form}, url = {http://gso.gbv.de/DB=2.1/CMD?ACT=SRCHA&SRT=YOP&IKT=1016&TRM=ppn+357639294&sourceid=fbw_bibsonomy}, year = 2002 }