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Finite sample properties of the ARCH class of models with stochastic volatility

✍ Scribed by Partha Deb

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Finite sample properties of a QML estima

✍ Ana Pérez; Esther Ruiz 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 241 KB

Finite Sample Theory of QMLE in ARCH Mod

✍ Emma M. Iglesias; Garry D. A. Phillips 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 554 KB

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✍ Debabrata Das; Harry H. Kelejian; Ingmar R. Prucha 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 952 KB

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✍ Debabrata Das; Harry H. Kelejian; Ingmar R. Prucha 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 957 KB

On the short-time behavior of the implie

✍ Elisa Alòs; Jorge A. León; Josep Vives 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 449 KB

A Monte Carlo Study on the Finite Sample

✍ Xingyuan Zhang 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 65 KB