Robust inference in conditionally heteroskedastic autoregressions
Rasmus Søndergaard Pedersen
| Year of publication: |
2020
|
|---|---|
| Authors: | Pedersen, Rasmus Søndergaard |
| Subject: | AR-GARCH | least squares estimation | regular variation | t-Test | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Kleinste-Quadrate-Methode | Least squares method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2019.1580950 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181447