Selecting the order of an ARCH model (Q1927498)

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Selecting the order of an ARCH model
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    Statements

    title
    Selecting the order of an ARCH model (English)
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    author
    Anthony W. Hughes
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    Maxwell L. King
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    Kian Teng Kwek
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    publication date
    1 January 2013
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    zbMATH Keywords
    inequality constrained maximum likelihood
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    one-sided AIC
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    model selection
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    62M10
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    91G70
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    zbMATH DE Number
    6120278
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