Selecting the order of an ARCH model
Anthony W. Hughes; Maxwell L. King; Kian Teng Kwek
| Year of publication: |
2004
|
|---|---|
| Authors: | Hughes, Anthony W. ; King, Maxwell L. ; Teng, Kwek Kian |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 83.2004, 2, p. 269-275
|
| Subject: | ARCH-Modell | ARCH model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| 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/10001991685