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
Keywords :
GARCH , Convexity , Iterative algorithm , Foreignexchange rates , maximum likelihood estimation , convergence
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
