Estimating GARCH models : when to use what?
Da Huang, Hansheng Wang and Qiwei Yao
| Year of publication: |
2008
|
|---|---|
| Authors: | Huang, Da ; Wang, Hansheng ; Yao, Qiwei |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 1, p. 27-38
|
| Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| 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/10003648603