Recent theoretical results for time series models with GARCH errors
W. K. Li; Shiqing Ling; Michael McAleer
| Year of publication: |
2003
|
|---|---|
| Authors: | Li, Wai Keung ; Ling, Shiqing ; McAleer, Michael |
| Published in: |
Contributions to financial econometrics : theoretical and practical issues. - Oxford [u.a.] : Blackwell, ISBN 1-4051-0743-X. - 2003, p. 9-33
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| Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001932650