EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060)

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scientific article
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EMPIRICAL LIKELIHOOD FOR GARCH MODELS
scientific article

    Statements

    title
    EMPIRICAL LIKELIHOOD FOR GARCH MODELS (English)
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    author
    Ngai Hang Chan
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    Shiqing Ling
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    publication date
    7 November 2006
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62E20
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    62G05
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    zbMATH DE Number
    5071097
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