Estimating GARCH-type models with symmetric stable innovations : indirect inference versus maximum likelihood
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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In: Computational Statistics & Data Analysis ; 76 (2014). - S. 158-171. - ISSN 0167-9473. - eISSN 1872-7352
- Classification
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Wirtschaft
- Event
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Veröffentlichung
- (where)
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Konstanz
- (who)
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Bibliothek der Universität Konstanz
- (when)
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2014
- Creator
- URN
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urn:nbn:de:bsz:352-290148
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:44 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Calzolari, Giorgio
- Halbleib, Roxana
- Parrini, Alessandro
- Bibliothek der Universität Konstanz
Time of origin
- 2014
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