Root-T consistent density estimation in GARCH models
Year of publication: |
May 2016
|
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Authors: | Delaigle, Aurore ; Meister, Alexander ; Rombouts, Jeroen V. K. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 1, p. 55-63
|
Subject: | Thin and thick market | Matching function | Microfoundation | Market efficiency | Empirical application | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Schätzung | Estimation |
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