Semiparametric ARCH models
Robert F. Engle and Gloria González-Rivera
| Year of publication: |
1991
|
|---|---|
| Authors: | Engle, Robert F. |
| Other Persons: | González-Rivera, Gloria (contributor) |
| 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. 9.1991, 4, p. 345-359
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | ARCH = Autoregressive conditional heteroscedasticity |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001113395