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subject:"ARCH model"
~accessRights:"free"
~person:"Chen, Xiaohong"
~subject:"Semiparametric efficiency"
~type_genre:"Arbeitspapier"
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ARCH model
Semiparametric efficiency
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Chen, Xiaohong
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Efficient estimation of multivariate semi-nonparametric GARCH filtered Copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2020
-
Revised October 9, 2019
Persistent link: https://www.econbiz.de/10015054147
Saved in:
2
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
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