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~institution:"Instituto Valenciano de Investigaciones Económicas"
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Instituto Valenciano de Investigaciones Económicas
Department of Economics, Oxford University
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Economics Group, Nuffield College, University of Oxford
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Finance Research Centre, Oxford University
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Centre for Analytical Finance <Århus>
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School of Economics and Management, University of Aarhus
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Institute of Economic Research, Hitotsubashi University
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Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
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Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
(
contributor
); …
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2003
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[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
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