Efficient Estimation of Second Moment Parameters in Arch Models
Year of publication: |
2003
|
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Authors: | Guo, Binbin ; Phillips, Peter C. B. |
Publisher: |
[S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2001 erstellt |
Other identifiers: | 10.2139/ssrn.393660 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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