Exact maximum likelihood estimation of ARCH models
Edición de la obra Exact maximum likelihood estimation of ARCH models
| Autor | Francis X. Diebold |
|---|---|
| Editorial | Federal Reserve Bank of Philadelphia, Economic Research Division |
| Fecha de publicación | 1993 |
| Lugar | Philadelphia |
| Idioma | inglés |
| Serie | Economics working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.4 · Economics research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.4. |
| Número de Cutter | D559e |