Cookies?
Library Header Image
LSE Research Online LSE Library Services

Least absolute deviations estimation for ARCH and GARCH models

Peng, Liang and Yao, Qiwei (2003) Least absolute deviations estimation for ARCH and GARCH models. Biometrika, 90 (4). pp. 967-975. ISSN 0006-3444

[img]
Preview
PDF
Download (309Kb) | Preview

Item Type: Article
Official URL: http://biomet.oxfordjournals.org/
Additional Information: © 2003 Biometrika Trust
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 20 Jun 2008 09:00
URL: http://eprints.lse.ac.uk/5828/

Actions (login required)

Record administration - authorised staff only Record administration - authorised staff only