Whittle estimation of ARCH models
| Year of publication: |
2001-06
|
|---|---|
| Authors: | Giraitis, Liudas ; Robinson, Peter M. |
| Institutions: | London School of Economics (LSE) |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Econometric Theory, June, 2001, 17(3), pp. 608-631. ISSN: 1469-4360 |
| Classification: | J1 - Demographic Economics |
| Source: |
Persistent link: https://www.econbiz.de/10010884724