Work

Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares

Year: 1997

Type: article

Source: Computational Statistics & Data Analysis

DOI: 10.1016/s0167-9473(96)00060-6

Authors: T.K. Mak, H. Wong, W.K. Li

Institutions: Concordia University, Hong Kong Polytechnic University, University of Hong Kong

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1964368454

FWCI: 0.807

Cites: 16

Cited by: 31

Related to: 10