Bivariate ARCH models : finite-sample properties of QML estimators and an application to an LM-type test
Emma M. Iglesias; Garry D. A. Phillips
| Year of publication: |
2005
|
|---|---|
| Authors: | Iglesias, Emma M. ; Phillips, Garry D. A. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 6, p. 1058-1086
|
| Subject: | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis |
| 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/10003193549