"The asymptotic convexity of the negative likelihood function of GARCH models."

Wai-Cheung Ip et al. (2006)

> Home

Details and statistics

DOI: 10.1016/J.CSDA.2004.08.012

access: closed

type: Journal Article

metadata version: 2021-10-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/csda/IpWPL06
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/IpWPL06
Wai-Cheung Ip, Heung Wong, Jiazhu Pan, D. F. Li:
The asymptotic convexity of the negative likelihood function of GARCH models. Comput. Stat. Data Anal. 50(2): 311-331 (2006)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.