Inference in ARCH and GARCH models with heavy-tailed errors
Year of publication: |
2003
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Authors: | Hall, Peter ; Yao, Qiwei |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 71.2003, 1, p. 285-317
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Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Induktive Statistik | Statistical inference |
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