Estimation and asymptotic inference in the AR-ARCH model
Theis Lange, Anders Rahbek and Søren Tolver Jensen
| Year of publication: |
2011
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|---|---|
| Authors: | Lange, Theis ; Rahbek, Anders ; Jensen, Søren Tolver |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 30.2011, 2, p. 129-153
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| Subject: | ARCH-Modell | ARCH model | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10008990449