Results for ARCH model

Publications & Outputs

1. Bootstrapping a weighted linear estimator of the ARCH parameters

   Bose, A. & Mukherjee, K., 05/2009, In: Journal of Time Series Analysis. 30, 3, p. 315-331 17 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Pseudo-likelihood estimation in ARCH model

   Mukherjee, K., 06/2006, In: Canadian Journal of Statistics. 34, 2, p. 341-356 16 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review