Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap (English)
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1999
- Paper / Electronic Resource
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Title:Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap
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Contributors:Maercker, Gisela ( author ) / Moser, Martin ( author )
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Publication date:1999-06-01
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Remarks:Moser, Martin (1999) Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap. [Working paper]
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DOI:
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Type of media:Paper
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Type of material:Electronic Resource
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Language:English
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