Estimation and test for power-transformed and threshold GARCH models
Year of publication: |
2008
|
---|---|
Authors: | Pan, Jiazhu ; Wang, Hui ; Tong, Howell |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 142.2008, 1, p. 352-378
|
Subject: | ARCH-Modell | ARCH model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Statistischer Test | Statistical test |
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