Parameter estimation in nonlinear AR-GARCH models
Mika Meitz; Pentti Saikkonen
| Year of publication: |
2011
|
|---|---|
| Authors: | Meitz, Mika ; Saikkonen, Pentti |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 6, p. 1236-1278
|
| Subject: | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10009489714