Asymptotic theory for the GARCH (1,1) quasi-maximum likelihood estimator
Sang-won Lee ; Bruce E. Hansen
| Year of publication: |
1994
|
|---|---|
| Authors: | Yi, Sang-wŏn |
| Other Persons: | Hansen, Bruce E. (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 10.1994, 1, p. 29-52
|
| Subject: | 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/10001163339