Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models
Year of publication: |
2012
|
---|---|
Authors: | Iglesias, Emma M. ; Phillips, Garry D. A. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 31.2012, 4/6, p. 532-557
|
Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stichprobenerhebung | Sampling | Statistischer Test | Statistical test | ARCH-Modell | ARCH model | Theorie | Theory |
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