Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Antonis Demos, Dimitra Kyriakopoulou
| Year of publication: |
2019
|
|---|---|
| Authors: | Dēmos, Antōnēs A. ; Kyriakopoulou, Dimitra |
| Subject: | exponential GARCH | maximum likelihood estimation | finite-sample properties | bias approximations | bias correction | Edgeworth expansion | bootstrap | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Systematischer Fehler | Bias | Bootstrap-Verfahren | Bootstrap approach | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2018-0010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012022815