Alternative estimators for factor garch models : a Monte Carlo comparison
Wen-ling Lin
| Year of publication: |
1992
|
|---|---|
| Authors: | Lin, Wen-ling Tsai |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 7.1992, 3, p. 259-279
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| Subject: | Schätztheorie | Estimation theory | Simulation | Theorie | 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/10001129483