NDLI: Normal Mixture Quasi-maximum Likelihood Estimator for GARCH Models

Content Provider	Scilit
Author	Lee, Taewook Lee, Sangyeol
Copyright Year	2008
Description	Journal: Scandinavian Journal of Statistics
Related Links	http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9469.2008.00624.x/pdf
Ending Page	170
Page Count	14
Starting Page	157
ISSN	03036898
e-ISSN	14679469
DOI	10.1111/j.1467-9469.2008.00624.x
Journal	Scandinavian Journal of Statistics
Issue Number	1
Volume Number	36
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2008-09-01
Access Restriction	Open
Subject Keyword	Journal: Scandinavian Journal of Statistics Mathematical Social Sciences Asymptotic Normality Normal Mixture Quasi‐maximum Likelihood Estimator
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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Normal Mixture Quasi-maximum Likelihood Estimator for GARCH Models