Work

Adaptive Estimation in ARCH Models

Year: 1993

Type: article

Source: Econometric Theory

Author: Oliver Linton

Institution: University of Oxford

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1538516738

FWCI: 6.465

Cites: 41

Cited by: 141

Related to: 10