Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations

Published:2019-02-09 Issue:8 Volume:49 Page:2134-2163
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Takam Patrice Soh¹,Kouassi Eugene²,Fadonougbo Renaud³,Brou Jean Marcelin Bosson⁴,Mougoué Mbodja⁵

Affiliation:

1. Department of Mathematics, University of Montpellier, Montpellier, France;

2. Resource Economics, West Virginia University, Morgantown, West Virginia, USA;

3. Institute of Basic Sciences, Technology and Innovation, Pan African University, Nairobi, Kenya;

4. Department of Economics, University FHB, Abidjan, Cote-d’Ivoire;

5. Department of Finance, Wayne State University, Detroit, Michigan, USA

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2018.1513140

Reference20 articles.

1. Pseudo maximum likelihood estimation of structural models involving fixed-point problems

2. Generic Uniform Convergence

3. On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries

4. GARCH processes: structure and estimation

5. Generalized autoregressive conditional heteroskedasticity

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP