Publication:
Asymptotic properties of the QML estimator in a smooth transition GARCH (1,1) model

Simple item page
dc.contributor.advisorMeitz, Mika
dc.contributor.advisorMeitz, Mika
dc.contributor.advisorid0000-0002-0661-7218
dc.contributor.authorTuzcuoğlu, Kerem
dc.contributor.instituteKoç University Graduate School of Social Sciences and Humanities
dc.contributor.programEconomics
dc.date.accessioned2024-11-09T22:05:54Z
dc.date.issued2010
dc.description63 l. : ill. 30 cm.
dc.identifier.urihttps://hdl.handle.net/20.500.14288/4833
dc.keywordsSmooth transition
dc.keywordsNonlinear financial econometrics
dc.keywordsStrongs consistency
dc.keywordsAsymptotic normality
dc.keywordsQuasi maximum likelihood estimation
dc.languageEnglish
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectDerivative securities, Mathematical models
dc.subjectGARCH model
dc.thesis.degreeMaster's Degree
dc.thesis.grantorİstanbul
dc.titleAsymptotic properties of the QML estimator in a smooth transition GARCH (1,1) model
dc.typeThesis
dspace.entity.typePublication
relation.isAdvisorOfThesiscbd337f5-4076-47e8-ae7a-89181f31ec0c
relation.isAdvisorOfThesis.latestForDiscoverycbd337f5-4076-47e8-ae7a-89181f31ec0c

Files

Original bundle

Now showing 1 - 1 of 1
Placeholder
Name:
224.pdf
Size:
508.98 KB
Format:
Adobe Portable Document Format
Download

Collections

Theses & Dissertations