PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
| Year of publication: |
2011
|
|---|---|
| Authors: | Meitz, Mika ; Saikkonen, Pentti |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2011, 6 (14.4.), p. 1236-1279
|