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RANK-BASED ESTIMATION FOR GARCH PROCESSES - MaRDI portal

RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422)

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scientific article
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RANK-BASED ESTIMATION FOR GARCH PROCESSES
scientific article

    Statements

    title
    RANK-BASED ESTIMATION FOR GARCH PROCESSES (English)
    0 references
    author
    Beth Andrews
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    publication date
    31 October 2012
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    cites work
    Q4879539
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    Q4365260
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    Q4727203
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    Q4269108
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    Identifiers

    zbMATH DE Number
    6100670
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