Likelihood-based estimation of latent general ARCH structures
Gabriele Fiorentini; Enrique Sentana ; Neil Shephard
| Year of publication: |
June 2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Fiorentini, Gabriele (contributor) ; Sentana, Enrique (contributor) ; Shephard, Neil G. (contributor) |
| Publisher: |
Oxford : Oxford Financial Research Centre |
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory | ARCH-Modell | ARCH model |
| Extent: | Online-Ressource, 41 S., Text graph. Darst |
|---|---|
| Series: | Oxford Financial Research Centre economics series. - Oxford, ZDB-ID 2103761-9. - Vol. 2004,02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003179153