The asymptotic convexity of the negative likelihood function of GARCH models
| Year of publication: |
2006
|
|---|---|
| Authors: | Ip, W.C. ; Wong, Heung ; Pan, J.Z. ; Li, D.F. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 50.2006, 2, p. 311-331
|
| Publisher: |
Elsevier |