Estimation and asymptotic inference in the AR-ARCH model
Year of publication: |
2011
|
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Authors: | Lange, Theis ; Rahbek, Anders ; Jensen, Søren Tolver |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 30.2011, 2, p. 129-153
|
Subject: | ARCH-Modell | ARCH model | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Theorie | Theory |
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