Bounded influence estimator for GARCH models : evidence from foreign exchange rates
Jinliang Li, Chihwa Kao and Wei David Zhang
| Year of publication: |
2010
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|---|---|
| Authors: | Li, Jinliang ; Kao, Chihwa ; Zhang, Wei |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 42.2010, 10/12, p. 1437-1445
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| Subject: | Wechselkurs | Exchange rate | 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/10008658420