Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
Shiqing Ling
| Year of publication: |
2007
|
|---|---|
| Authors: | Ling, Shiqing |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 140.2007, 2, p. 849-873
|
| Subject: | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model |
| 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/10003569985