A closed-form estimator for the GARCH (1,1) model
Dennis Kristensen; Oliver Linton
| Year of publication: |
2006
|
|---|---|
| Authors: | Kristensen, Dennis ; Linton, Oliver |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 2, p. 323-337
|
| Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003301258