A comparison of estimators in Multivariate ARCH Models

Wolfgang Polasek, Shuangzhe Liu

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    Original languageEnglish
    Title of host publicationClassification, Automation and New Media: Proceedings of the 24th Annual Conference of the Gesellschaft fur Klassifikation e.V.
    EditorsGaul W and Ritter G
    Place of PublicationGermany
    PublisherSpringer
    Pages375-382
    EditionPeer Reviewed
    ISBN (Print)3540432337
    Publication statusPublished - 2002
    EventAnnual conference of the Gesellachaft fur Klassifikation e.V. 2000 - Passau Germany
    Duration: 1 Jan 2002 → …

    Conference

    ConferenceAnnual conference of the Gesellachaft fur Klassifikation e.V. 2000
    Period1/01/02 → …
    OtherMarch 15 2000

    Cite this