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ArticleEstimating Functions for Nonlinear Time Series Models

S. Ajay Chandra2001

Article2001

Estimating Functions for Nonlinear Time Series Models

S. Ajay Chandra · Masanobu Taniguchi

29 citations·0/0 files stored·Annals of the Institute of Statistical Mathematics

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Financial Risk and Volatility Modeling Statistical Methods and Inference Statistical and numerical algorithms

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1992ARCH modeling in finance 1996Statistical aspects of ARCH and stochastic volatility 1999ARCH Models and Financial Applications 1997ARCH Models and Financial Applications 1994Chapter 45 Estimation and inference for dependent processes 1998Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility

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Year2001

Typearticle

Published2001-03-01

VenueAnnals of the Institute of Statistical Mathematics

ISSN-L0020-3157

Languageen

Citations29

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1023/a:1017924722711

openalex_workW1540114513

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