Inference on GARCH-MIDAS models without any small-order moment
Christian Francq, Baye Matar Kandji, Jean-Michel Zakoian
| Year of publication: |
2024
|
|---|---|
| Authors: | Francq, Christian ; Kandji, Baye Matar ; Zakoïan, Jean-Michel |
| Subject: | Induktive Statistik | Statistical inference | Momentenmethode | Method of moments | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466623000142 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374582