Semiparametric maximum likelihood estimation of GARCH models
by Jian Yang
| Year of publication: |
1998
|
|---|---|
| Authors: | Yang, Jian |
| Publisher: |
London, Ontario |
| Subject: | GARCH | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 38 S |
|---|---|
| Series: | Research report / Department of Economics, Social Science Centre, The University of Western Ontario. - London, Ontario, ISSN 0318-725X, ZDB-ID 2374521-6. - Vol. 9816 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 0-7714-2138-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001364106