Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Year of publication: |
2008
|
---|---|
Authors: | Corradi, Valentina ; Iglesias, Emma M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 144.2008, 2, p. 500-510
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | ARCH-Modell | ARCH model |
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