Estimating GARCH-type models with symmetric stable innovations : indirect inference versus maximum likelihood
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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In: Computational Statistics & Data Analysis ; 76 (2014). - S. 158-171. - ISSN 0167-9473. - eISSN 1872-7352
- Klassifikation
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Wirtschaft
- Ereignis
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Veröffentlichung
- (wo)
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Konstanz
- (wer)
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Bibliothek der Universität Konstanz
- (wann)
-
2014
- Urheber
- URN
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urn:nbn:de:bsz:352-290148
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:44 MEZ
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Beteiligte
- Calzolari, Giorgio
- Halbleib, Roxana
- Parrini, Alessandro
- Bibliothek der Universität Konstanz
Entstanden
- 2014
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