Whittle estimation of ARCH models
| Year of publication: |
2000-11
|
|---|---|
| Authors: | Giraitis, Liudas ; Robinson, Peter M. |
| Institutions: | London School of Economics (LSE) |
| Subject: | ARCH models | Whittle estimation |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Econometrics; EM/2000/406, EM/00/406 29 pages |
| Classification: | C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10010928748