ARCH and bilinear time series models : comparison and combination
Year of publication: |
1986
|
---|---|
Authors: | Weiss, Andrew A. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 4.1985, 1, p. 59-70
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
-
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio, (2014)
-
Lee, Mei-Yu, (2014)
-
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar, (2019)
- More ...
-
WATERMAN, DAVID, (2010)
-
A Comparison of Ordinary Least Squares and Least Absolute Error Estimation
Weiss, Andrew A., (1988)
-
Asymptotic Theory for ARCH Models: Estimation and Testing
Weiss, Andrew A., (1986)
- More ...