ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (Q3440776): Difference between revisions
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| Property / cites work: ARCH modeling in finance. A review of the theory and empirical evidence / rank | |||
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| Property / cites work: Handbook of econometrics. Vol. 4 / rank | |||
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| Property / cites work: Stationarity of GARCH processes and of some nonnegative time series / rank | |||
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| Property / cites work: Q3911791 / rank | |||
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Latest revision as of 20:15, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS |
scientific article |
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ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (English)
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29 May 2007
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ARCH model
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quasi-maximum likelihood estimate
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asymptotic
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