QML inference for volatility models with covariates Christian Francq 1 2 - Qml - Document - PDFSEARCH.IO

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	QML inference for volatility models with covariates Christian Francq 1 2 Add to Reading List Document Date: 2015-04-22 00:50:43 Open Document File Size: 272,33 KB Share Result on Facebook City Lille / / Company Diebold / / Country United Kingdom / / Currency pence / / / IndustryTerm measurable solution / stationary solution / stationary solutions / non anticipative and ergodic solution / / Person Christian Francq / John Wiley / Quyen Thieu / Marie Curie / / PublishedMedium Journal of Business & Economic Statistics / / SocialTag Time series analysis Maximum likelihood Statistics Autoregressive conditional heteroskedasticity Econometrics

QML inference for volatility models with covariates Christian Francq 1 2Add to Reading List