On the Stationary Version of the Generalized Hyperbolic ARCH Model
| Year of publication: |
2007
|
|---|---|
| Authors: | Mena, Ramsés ; Walker, Stephen |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 59.2007, 2, p. 325-348
|
| Publisher: |
Springer |
| Subject: | ARCH | EM algorithm | Generalized hyperbolic distributions | Stationary processes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616243