Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
Year of publication: |
2007
|
---|---|
Authors: | Ling, Shiqing |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 140.2007, 2, p. 849-873
|
Subject: | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model |
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