Estimating GARCH models : when to use what?
Year of publication: |
2008
|
---|---|
Authors: | Huang, Da ; Wang, Hansheng ; Yao, Qiwei |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 1, p. 27-38
|
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
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