Estimation of a semiparametric IGARCH (1,1) model :: Woocheol Kim :: Suntory Centre 2009 :: OBNB, the Open British National Bibliography

Publication Data

Title Estimation of a semiparametric IGARCH (1,1) model
Author Woocheol Kim
Contributors Oliver B. Linton, Suntory Centre
Publisher Suntory Centre
Publication date 2009
Publication location London
Language English

Descriptive Notes

Title from p.1 of PDF file (viewed on 21 Dec., 2010).
DP no.: EM 2009 539.
"October 2009."

Topics

Parameter estimation
Stationary processes
Integral equations :: Asymptotic theory
England

Catalogue Data

OBNB ID GBB100314
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.232

ISBD

P1053 32 p.
P1042 Includes bibliographical references.

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Estimation of a semiparametric IGARCH (1,1) model by Woocheol Kim. Published by Suntory Centre in 2009. Publication and catalogue information, links to buy online and reader comments.