On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Marco Avarucci and Eric Beutner; Paolo Zaffaroni
| Year of publication: |
2013
|
|---|---|
| Authors: | Avarucci, Marco ; Beutner, Eric ; Zaffaroni, Paolo |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 3, p. 545-566
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009778514