Quasi-maximum Likelihood Estimation of Dynamic Models with Time Varying Covariances

Quasi-maximum Likelihood Estimation of Dynamic Models with Time Varying Covariances
Author: Tim Bollerslev
Publisher:
Total Pages: 50
Release: 1988
Genre:
ISBN:

Download Quasi-maximum Likelihood Estimation of Dynamic Models with Time Varying Covariances Book in PDF, Epub and Kindle


Quasi-maximum Likelihood Estimation of Dynamic Models with Time Varying Covariances
Language: en
Pages: 50
Authors: Tim Bollerslev
Categories:
Type: BOOK - Published: 1988 - Publisher:

GET EBOOK

QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF DYNAMIC MODELS WITH TIME VARYNG COVARIANCES
Language: en
Pages:
Authors: Tim BOLLERSLEV
Categories:
Type: BOOK - Published: 1988 - Publisher:

GET EBOOK

Maximum Likelihood Estimation of Misspecified Models
Language: en
Pages: 266
Authors: T. Fomby
Categories: Business & Economics
Type: BOOK - Published: 2003-12-12 - Publisher: Elsevier

GET EBOOK

Comparative study of pure and pretest estimators for a possibly misspecified two-way error component model / Badi H. Baltagi, Georges Bresson, Alain Pirotte --
Estimation of Dynamic Models with Error Components
Language: en
Pages: 52
Authors: Theodore Wilbur Anderson
Categories: Econometrics
Type: BOOK - Published: 1980 - Publisher:

GET EBOOK

Handbook of Computational Finance
Language: en
Pages: 791
Authors: Jin-Chuan Duan
Categories: Business & Economics
Type: BOOK - Published: 2011-10-25 - Publisher: Springer Science & Business Media

GET EBOOK

Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fa