ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
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Publication:3440776
DOI10.1111/1467-9892.00296zbMath1113.62095MaRDI QIDQ3440776
Publication date: 29 May 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00296
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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