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

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dc.contributor.advisorMeitz, Mika
dc.contributor.kuauthorMaster Student, Tuzcuoğlu, Kerem
dc.contributor.programEconomics
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES
dc.coverage.spatialİstanbul
dc.date.accessioned2024-11-09T22:05:54Z
dc.date.issued2010
dc.format.extent63 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.language.isoeng
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.titleAsymptotic properties of the QML estimator in a smooth transition GARCH (1,1) model
dc.typeThesis
dspace.entity.typePublication
local.contributor.kuauthorTuzcuoğlu, Kerem
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