Likelihood-Based Estimation of Latent Generalized ARCH Structures (Q5475052)
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scientific article; zbMATH DE number 5032939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-Based Estimation of Latent Generalized ARCH Structures |
scientific article; zbMATH DE number 5032939 |
Statements
Likelihood-Based Estimation of Latent Generalized ARCH Structures (English)
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16 June 2006
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volatility
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factor models
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dynamic heteroscedasticity
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