QML inference for volatility models with covariates
Christian Francq and Le Quyen Thieu
| Year of publication: |
2019
|
|---|---|
| Authors: | Francq, Christian ; Le Quyen Thieu |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 1, p. 37-72
|
| Subject: | Volatilität | Volatility | Korrelation | Correlation | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466617000512 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012146117