Estimating multivariate ARCH parameters by two-stage least-squares method (Q1016830)

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Estimating multivariate ARCH parameters by two-stage least-squares method
scientific article

    Statements

    title
    Estimating multivariate ARCH parameters by two-stage least-squares method (English)
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    author
    Saman Mousazadeh
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    Mahmood Karimi
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    publication date
    14 May 2009
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    zbMATH Keywords
    multivariate ARCH
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    parameter estimation
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    QMLE
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    TSLS
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    Identifiers

    zbMATH DE Number
    5554078
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    OpenAlex ID
    W2034675548
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