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Whittle estimation of ARCH models

Giraitis, Liudas and Robinson, Peter M. (2000) Whittle estimation of ARCH models. Econometrics; EM/2000/406, EM/00/406. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London.

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Identification Number: EM/00/406
Item Type: Monograph (Discussion Paper)
Official URL: http://sticerd.lse.ac.uk
Additional Information: © 2000 the authors
Subjects: H Social Sciences > HB Economic Theory
Sets: Collections > Economists Online
Departments > Economics
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Date Deposited: 27 Apr 2007
Last Modified: 01 Oct 2010 08:47
URI: http://eprints.lse.ac.uk/id/eprint/2277

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