Estimation and testing of stochastic variance models
by Andrew C. Harvey and Neil Shephard
| Year of publication: |
1993
|
|---|---|
| Authors: | Harvey, Andrew C. ; Shephard, Neil G. |
| Publisher: |
London |
| Subject: | Schätztheorie | Estimation theory |
| Extent: | 20 S |
|---|---|
| Series: | Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines. - London : LSE, ISSN 0969-4390, ZDB-ID 2185062-8. - Vol. 268 Suntory Toyota International Centre for Economics and Related Disciplines ; 268 : Econometrics |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000868273