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1 Ergebnisse
1
Spurious Inference in the GARCH (1,1) Model When It Is Weak..:
Ma, Jun
;
Nelson, Charles R
;
Startz, Richard
Studies in Nonlinear Dynamics & Econometrics. 11 (2007) 1 - p. 1-27 , 2007
Link:
https://doi.org/10.2202/1558-3708.1434
RT Journal T1 <Title>Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.2202_1558-3708.1434&Exemplar=1&LAN=DE A1 Ma, Jun A1 Nelson, Charles R A1 Startz, Richard PB Walter de Gruyter GmbH YR 2007 SN 1558-3708 JF Studies in Nonlinear Dynamics & Econometrics VO 11 IS 1 SP 1 OP 27 LK http://dx.doi.org/https://doi.org/10.2202/1558-3708.1434 DO https://doi.org/10.2202/1558-3708.1434 SF ELIB - SuUB Bremen
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