On the optimal estimating function method for conditional correlation models
Year of publication: |
2015
|
---|---|
Authors: | Chen, Yi-ting |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 1, p. 83-125
|
Subject: | conditional correlation models | Gaussian QML method | OptEF method | two-step method | Korrelation | Correlation | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Schätzung | Estimation |
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