Two‐Step Estimation for Time Varying Arch Models
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhang, Yuanyuan ; Liu, Rong ; Shao, Qin ; Yang, Lijian |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 41.2020, 4 (04.02.), p. 551-570
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12522 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012192373