Bounded influence estimator for GARCH models : evidence from foreign exchange rates
Year of publication: |
2010
|
---|---|
Authors: | Li, Jinliang ; Kao, Chihwa ; Zhang, Wei |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 42.2010, 10/12, p. 1437-1445
|
Subject: | Wechselkurs | Exchange rate | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | ARCH-Modell | ARCH model |
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