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Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified - MaRDI portal

Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (Q5452777)

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scientific article; zbMATH DE number 5259647
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Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified
scientific article; zbMATH DE number 5259647

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    Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (English)
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    4 April 2008
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