Nuisance parameters, composite likelihoods and a panel of GARCH models (Q3074773)
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scientific article; zbMATH DE number 5849520
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| English | Nuisance parameters, composite likelihoods and a panel of GARCH models |
scientific article; zbMATH DE number 5849520 |
Statements
10 February 2011
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ARCH models
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panel data
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0.7543262243270874
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0.7041693329811096
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0.6979879140853882
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0.6942254304885864
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