Self-weighted recursive estimation of GARCH models (Q4563409): Difference between revisions
From MaRDI portal
Latest revision as of 19:49, 15 July 2024
scientific article; zbMATH DE number 6879727
Language | Label | Description | Also known as |
---|---|---|---|
English | Self-weighted recursive estimation of GARCH models |
scientific article; zbMATH DE number 6879727 |
Statements
Self-weighted recursive estimation of GARCH models (English)
0 references
1 June 2018
0 references
GARCH
0 references
high-frequency time series
0 references
on-line estimation
0 references
recursive estimation
0 references
volatility
0 references