Work

Inference for the Panel Arma--Garch Model When Both N And T Are Large

Year: 2024

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4980620

Authors: Bing Su, Ke Zhu

Institution: University of Hong Kong

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4403223756

Cites:

Cited by: 1

Related to: 10