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Autoregressive conditional heteroskedasticity / Heteroscedasticity / Estimator / Time series / Heteroscedasticity-consistent standard errors / Statistics / Econometrics / Time series analysis


Joint Statistics Seminar The Hong Kong University of Science and Technology GARCH Model with Ergodic and Stationary Rescaled Errors by
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Document Date: 2009-02-02 21:58:08

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File Size: 92,58 KB

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Facility

Statistics University of Wisconsin-Madison Date / Joint Statistics Seminar The Hong Kong University of Science / /

Organization

ISOM Department / University of Wisconsin / Kazuhiko Shinki Department / Hong Kong University of Science and Technology / /

Person

Kazuhiko Shinki / /

ProvinceOrState

Wisconsin / /

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