Conditional heteroskedasticity models with Pearson Family Disturbances
Michael A. Magdalinos and George P. Mitsopoulos
| Year of publication: |
2007
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|---|---|
| Authors: | Magdalinos, Michael A. ; Mitsopoulos, George P. |
| Published in: |
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis. - Cambridge, Mass.[u.a.] : Cambridge Univ. Press, ISBN 0-521-87053-4. - 2007, p. 1-33
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| Subject: | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Familie | Family |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003461822