Wake me up before you GO-GARCH

In this paper we present a new three-step approach to the estimation of Generalized Orthogonal GARCH (GO-GARCH) models, as proposed by van der Weide (2002). The approach only requires (non-linear) least-squares methods in combination with univariate GARCH estimation, and as such is computationally attractive, especially in largerdimensional systems, where a full likelihood optimization is often infeasible. The eï¬~@ectiveness of the method is investigated using Monte Carlo simulations as well as a number of empirical applications.

Schone mais met eg of schoffel en een beetje middel

Als rekening wordt gehouden met specifieke omstandigheden kan het middelengebruik nog verder terug

Wake me up before you GO-GARCH

In this paper we present a new three-step approach to the estimation of Generalized Orthogonal GARCH (GO-GARCH) models, as proposed by van der Weide (2002). The approach only requires (non-linear) least-squares methods in combination with univari-ate GARCH estimation, and as such is computationally attractive, especially in larger-dimensional systems, where a full likelihood optimization is often infeasible. The effective-ness of the method is investigated using Monte Carlo simulations as well as a number of empirical applications.

Onkruid in plantprei zowel chemisch als mechanisch goed beheersbaar

Prei: invloed van onkruidbestrijdingsmethode (chemisch of mechanisch) op opbrengstreductie en kwaliteitsverlie