Search for dissertations about: "GPH-estimator"

Found 2 swedish dissertations containing the word GPH-estimator.

2. 1. Essays on Exchange Rates and Central Bank Credibility

   Author : Per-Ola Maneschiöld; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ARCH- GARCH-models; Central bank credibility; Exchange rates; GPH-estimator; Interest differentials; Long memory; Sweden;

   Abstract : .... READ MORE

4. 2. Essays on financial time series models : Stochastic volatility and long memory

   Author : Jonas Andersson; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Informatics; computer and systems science; Informatik; data- och systemvetenskap; Informatics; computer and systems science; Informatik; data- och systemvetenskap; statistik; Statistics;

   Abstract : This work consists of five articles about the statistical aspects of financial time series models. The first three papers investigate and develop the inverse normal Gaussian stochastic volatility (NIGSV) model, initially suggested by Barndorff- Nielsen (1997). READ MORE