Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Antonis Demos and Dimitra Kyriakopoulou
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Dēmos, Antōnēs A. ; Kyriakopoulou, Dimitra |
| Publisher: |
[Louvain-la-Neuve] : CORE |
| Subject: | Exponential GARCH | maximum likelihood estimation | fnite sample properties | bias approximations | bias correction | Edgeworth expansion | bootstrap | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Systematischer Fehler | Bias | Stichprobenerhebung | Sampling | Bootstrap-Verfahren | Bootstrap approach | ARCH-Modell | ARCH model |
freely available