Least absolute deviations estimation for ARCH and GARCH models

Liang Peng, Qiwei Yao

Year of publication:	Jan. 2002 ; [Elektronische Ressource]
Other Persons:	Peng, Liang (contributor) ; Yao, Qiwei (contributor)
Institutions:	London School of Economics and Political Science (contributor)
Publisher:	London : LSE
Subject:	Schätztheorie \| Estimation theory \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis

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