Directory Home
Researchers
Departments
Publications
Projects
Activities
Datasets
Home
>
Research
> Browse
Research
Research at Lancaster
Researchers
Departments & Centres
Publications & Outputs
Projects
Activities
Datasets
Results for QMLE
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