A robust closed-form estimator for the GARCH(1,1) model (Q5222426): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Assessment of Local Influence in GARCH Processes
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+Effects of outliers on the identification and estimation of GARCH models
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+High Breakdown Point Conditional Dispersion Estimation with Application to S &amp; P 500 Daily Returns Volatility
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+A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL
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+Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE
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+Robust estimates for GARCH models
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