Root-T consistent density estimation in GARCH models
Aurore Delaigle, Alexander Meister, Jeroen Rombouts
| Year of publication: |
May 2016
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|---|---|
| Authors: | Delaigle, Aurore ; Meister, Alexander ; Rombouts, Jeroen V. K. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 1, p. 55-63
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| Subject: | Thin and thick market | Matching function | Microfoundation | Market efficiency | Empirical application | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Matching | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Arbeitsuche | Job search |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.10.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011610662