Exact maximum likelihood estimation of ARCH models
| Year of publication: |
1993
|
|---|---|
| Authors: | Diebold, Francis X. ; Schuermann, Til |
| Institutions: | Federal Reserve Bank of Philadelphia |
| Subject: | Econometrics | Time-series analysis |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 93-4 |
| Source: |
Persistent link: https://www.econbiz.de/10005387473