A robust LR test for the GARCH model
Thomas Busch
| Year of publication: |
2005
|
|---|---|
| Authors: | Busch, Thomas |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 88.2005, 3, p. 358-364
|
| Subject: | ARCH-Modell | ARCH model | Robustes Verfahren | Robust statistics |
| 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/10003035473