Adaptive density estimation for general ARCH models
Year of publication: |
2008
|
---|---|
Authors: | Comte, Fabienne ; Dedecker, J. ; Taupin, M. L. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 6, p. 1628-1662
|
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
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