Pseudo‐likelihood estimation in ARCH models (Q5443826)

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scientific article; zbMATH DE number 5238243
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English
Pseudo‐likelihood estimation in ARCH models
scientific article; zbMATH DE number 5238243

    Statements

    title
    Pseudo‐likelihood estimation in ARCH models (English)
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    author
    Kanchan Mukherjee
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    publication date
    22 February 2008
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62E20
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    62F12
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    65C60
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    zbMATH DE Number
    5238243
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    OpenAlex ID
    W2155405171
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