Semiparametric efficient adaptive estimation of asymmetric GARCH models
Yiguo Sun, Thanasis Stengos
| Year of publication: |
2006
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|---|---|
| Authors: | Sun, Yiguo ; Stengos, Thanasēs |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 1, p. 373-386
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| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | 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/10003354584