Whittle estimation of EGARCH and other exponential volatility models
Paolo Zaffaroni
| Year of publication: |
2009
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|---|---|
| Authors: | Zaffaroni, Paolo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 151.2009, 2, p. 190-200
|
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| 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/10003877967