Asymptotic inference for nonstationary GARCH
Year of publication: |
2004
|
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Authors: | Jensen, Søren Tolver ; Rahbek, Anders |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 6, p. 1203-1226
|
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Theorie | Theory |
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