Peng, Liang and Yao, Qiwei (2003) Least absolute deviations estimation for ARCH and GARCH models. Biometrika, 90 (4). pp. 967-975. ISSN 0006-3444
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| Item Type: | Article |
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| 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/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/5828/ |
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