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Estimation in conditionally heteroscedastic time series models

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Cover of 'Estimation in conditionally heteroscedastic time series models'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Some Mathematical Tools
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    Chapter 3 Financial Time Series: Facts and Models
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    Chapter 4 Parameter Estimation: An Overview
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    Chapter 5 Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach
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    Chapter 6 Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models
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    Chapter 7 Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations
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    Chapter 8 Whittle Estimation in a Heavy—tailed GARCH(1,1) Model
Attention for Chapter 7: Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations
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Chapter title
Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations
Chapter number 7
Book title
Estimation in Conditionally Heteroscedastic Time Series Models
Published by
Springer, Berlin, Heidelberg, January 2005
DOI 10.1007/3-540-26978-9_7
Book ISBNs
978-3-54-021135-8, 978-3-54-026978-6
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