EMPIRICAL LIKELIHOOD FOR GARCH MODELS
| Year of publication: |
2006
|
|---|---|
| Authors: | Chan, Ngai Hang ; Ling, Shiqing |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 22.2006, 3, p. 403-428
|