Likelihood-Based Estimation of Latent Generalized ARCH Structures (Q5475052)
From MaRDI portal
scientific article; zbMATH DE number 5032939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-Based Estimation of Latent Generalized ARCH Structures |
scientific article; zbMATH DE number 5032939 |
Statements
Likelihood-Based Estimation of Latent Generalized ARCH Structures (English)
0 references
16 June 2006
0 references
volatility
0 references
factor models
0 references
dynamic heteroscedasticity
0 references
