Inference for random coefficient volatility models
Year of publication: |
2012
|
---|---|
Authors: | Thavaneswaran, A. ; Liang, You ; Frank, Julieta |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 12, p. 2086-2090
|
Publisher: |
Elsevier |
Subject: | Estimating functions | Nonlinear time series | Information | RCA models | GARCH models |
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