A survey of recent theoretical results for time series models with GARCH errors
by W. K. Li, Shiqing Ling and Michael McAleer
| Year of publication: |
2000
|
|---|---|
| Authors: | Li, Wai Keung ; Ling, Shiqing ; McAleer, Michael |
| Published in: |
Papers in efficiency, effectiveness and international competitiveness. - Brisbane, Qld, ISBN 1-86435-552-2. - 2000, p. 128-153
|
| Subject: | GARCH | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Papers in efficiency, effectiveness and international competitiveness |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001684387