Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Valentina Corradi; Emma M. Iglesias
| Year of publication: |
2008
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|---|---|
| Authors: | Corradi, Valentina ; Iglesias, Emma M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 144.2008, 2, p. 500-510
|
| Subject: | Bootstrap-Verfahren | Bootstrap approach | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | ARCH-Modell | ARCH model |
| 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/10003774696