Quasi-maximum likelihood estimation of semi-strong GARCH models
Juan Carlos Escanciano
| Year of publication: |
2009
|
|---|---|
| Authors: | Escanciano, Juan Carlos |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 2, p. 561-570
|
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | ARCH-Modell | ARCH model |
| 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/10003818363