Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2005.03.019 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2005.03.019 / rank | |||
Normal rank | |||
Latest revision as of 13:09, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric efficient adaptive estimation of asymmetric GARCH models |
scientific article |
Statements
Semiparametric efficient adaptive estimation of asymmetric GARCH models (English)
0 references
25 April 2016
0 references
asymmetric GARCH
0 references
semiparametric adaptive estimation
0 references
0 references
0 references
0 references
