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Results for ARCH model
Publications & Outputs
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
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