Conditional asymmetry in Power ARCH(∞) models

Julien Royer

Year of publication:	2023
Authors:	Royer, Julien
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 234.2023, 1, p. 178-204
Subject:	Quasi Maximum Likelihood Estimation \| Moderate memory \| Testing parameters on the boundary \| Recursive design bootstrap \| Schätztheorie \| Estimation theory \| Bootstrap-Verfahren \| Bootstrap approach \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis

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