Efficient estimation in semiparametric GARCH models
Feike C. Drost ; Chris A.J. Klassen
| Year of publication: |
1997
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| Authors: | Drost, Feike C. |
| Other Persons: | Klaassen, Chris A. (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 81.1997, 1, p. 193-221
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| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Graph. Darst |
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| Series: | |
| 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/10001336797