QML estimation of a class of multivariate asymmetric GARCH models
Christian Francq and Jean-Michel Zakoi͏̈an
| Year of publication: |
2012
|
|---|---|
| Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 1, p. 179-206
|
| Subject: | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
| 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/10009520966