Robust estimation for the orthogonal GARCH model
by Farhat Iqbal
| Year of publication: |
2013
|
|---|---|
| Authors: | Iqbal, Farhat |
| Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 1418920-3. - Vol. 81.2013, 6, p. 904-924
|
| Subject: | ARCH-Modell | ARCH model | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution | Statistischer Fehler | Statistical error | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation | Börsenkurs | Share price | USA | United States | 1991-1999 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010341578