Empirical likelihood for AR-ARCH models based on LAD...

Acta Mathematicae Applicatae Sinica, English Series 2012 / 04 Vol. 28; Iss. 2

Empirical likelihood for AR-ARCH models based on LAD estimation

Jin-yu Li, Wei Liang, Shu-yuan He
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Volume:
28
Language:
english
Pages:
12
DOI:
10.1007/s10255-010-0051-9
Date:
April, 2012
File:
PDF, 412 KB
english, 2012
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