Title of article
The asymptotic convexity of the negative likelihood function of GARCH models
Author/Authors
W.C. Ip، نويسنده , , Heung Wong، نويسنده , , J.Z. Pan، نويسنده , , D.F. Li، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
21
From page
311
To page
331
Keywords
GARCH , Convexity , Iterative algorithm , Foreignexchange rates , maximum likelihood estimation , convergence
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
144889
Link To Document