QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (Q3632433)

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QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS
scientific article

    Statements

    title
    QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS (English)
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    publication date
    11 June 2009
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F12
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    62J02
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    62M09
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    zbMATH DE Number
    5564053
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