Fiorentini, Gabriele
Likelihood-based estimation of latent generalised arch structures /Gabriele Fiorentini, Enrique Sentana and Neil Shephard .-- Madrid : CEMFI , 2002
.--40 p. graf. 21 cm .-- ( CEMFI Working paper;0204, September 2002 ).
Resumen. Conclusiones. Bibliografía
PROBABILIDADES
MODELO ARCH
MODELOS ECONOMETRICOS
Sentana Iváñez, Enrique
Shephard, Neil
Likelihood-based estimation of latent generalised arch structures /Gabriele Fiorentini, Enrique Sentana and Neil Shephard .-- Madrid : CEMFI , 2002
.--40 p. graf. 21 cm .-- ( CEMFI Working paper;0204, September 2002 ).
Resumen. Conclusiones. Bibliografía
PROBABILIDADES
MODELO ARCH
MODELOS ECONOMETRICOS
Sentana Iváñez, Enrique
Shephard, Neil