A note on inequality constraints in the GARCH model
Henghsiu Tsai; Kung-Sik Chan
| Year of publication: |
2008
|
|---|---|
| Authors: | Tsai, Henghsiu ; Chan, Kung-sik |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 3, p. 823-828
|
| Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
| 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/10003894307