Asymptotic theory for a factor GARCH model
Year of publication: |
2006
|
---|---|
Other Persons: | Hafner, Christian M. (contributor) ; Preminger, Arie (contributor) |
Publisher: |
Louvain-la-Neuve : CORE Göttingen : Niedersächsische Staats- und Universitätsbibliothek |
Subject: | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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