An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation
Year of publication: |
2013-10-24
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Authors: | Francq, Christian ; Sucarrat, Genaro |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Francq, Christian and Sucarrat, Genaro (2013): An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; c58 |
Source: | BASE |
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