Exact maximum likelihood estimation of ARCH models
By: Francis X. Diebold, Til Schuermann.
Contributors: Schuermann, Til.
Series: Economics working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.4; Economics research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.4.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1993
Place of publication: Philadelphia
Language: eng