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 , maximum likelihood estimation , convergence , Foreignexchange rates , Iterative algorithm
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2006
Journal title :
Computational Statistics and Data Analysis
Record number :
308005
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=308005
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