Selecting the order of an ARCH model
Year of publication: |
2004
|
---|---|
Authors: | Hughes, Anthony W. ; King, Maxwell L. ; Teng, Kwek Kian |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 83.2004, 2, p. 269-275
|
Subject: | ARCH-Modell | ARCH model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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