Score tests for hyperbolic GARCH models
Year of publication: |
2011
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Authors: | Li, Muyi ; Li, Guodong ; Li, Wai Keung |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 4, p. 579-586
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Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
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