Evaluating GARCH Models
Year of publication: |
1999
|
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Authors: | Lundbergh, Stefan ; Teräsvirta, Timo |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Schätztheorie | Zeitreihenanalyse | Theorie |
Series: | Tinbergen Institute Discussion Paper ; 99-008/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 832397903 [GVK] hdl:10419/85622 [Handle] RePEc:dgr:uvatin:19990008 [RePEc] |
Source: |
-
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