Empirical likelihood estimation for ARCH-M models (Q2860503)
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scientific article; zbMATH DE number 6230819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood estimation for ARCH-M models |
scientific article; zbMATH DE number 6230819 |
Statements
19 November 2013
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risk aversion
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ARCH-M models
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empirical likelihood
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0.9478029
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0.9467559
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0.9329756
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0.9235256
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0.9171771
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0.91418666
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Empirical likelihood estimation for ARCH-M models (English)
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