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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"CORE discussion papers : DP"
~person:"Linton, Oliver"
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Estimation theory
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Linton, Oliver
Hafner, Christian M.
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Preminger, Arie
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Van Bellegem, Sébastien
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Bauwens, Luc
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Bouezmarni, Taoufik
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Storti, Giuseppe
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Johannes, Jan
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Florea, Mihai I.
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Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011894446
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An almost closed form estimator for the EGARCH model
Hafner, Christian M.
;
Linton, Oliver
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2013
Persistent link: https://www.econbiz.de/10010203383
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