Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Work
Year: 2012
Type: article
Source: Journal of Multivariate Analysis
Authors Mika Meitz, Pentti Saikkonen
Institutions Koç University, University of Helsinki
Cites: 34
Cited by: 13
Related to: 10
FWCI: 2.39
Citation percentile (by year/subfield): 84.05
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: bronze