Type of publication: Book / Working Paper
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
Persistent link: https://www.econbiz.de/10015239857