Recent theoretical results for time series models with GARCH errors
W. K. Li ; Shiqing Ling ; Michael McAleer
| Year of publication: |
2002
|
|---|---|
| Authors: | Li, Wai Keung ; Ling, Shiqing ; McAleer, Michael |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 16.2002, 3, p. 245-269
|
| Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic surveys |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001686256