Open AccessSimple Estimators for ARCH Models
Author(s) -
Todd Prono
Publication year - 2016
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2016.083
Subject(s) - estimator , arch , mathematics , statistics , monte carlo method , confidence interval , limit (mathematics) , econometrics , mathematical analysis , civil engineering , engineering