Quasi Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods
Year of publication: |
2012
|
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Authors: | Fan, Jianqing ; Qi, Lei ; Xiu, Dacheng |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1540363 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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