Asymptotic inference for nonstationary GARCH
Søren Tolver Jensen and Anders Rahbek
| Year of publication: |
2004
|
|---|---|
| Authors: | Jensen, Søren Tolver ; Rahbek, Anders |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 6, p. 1203-1226
|
| Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | 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/10002424931