GARCH models without positivity constraints: exponential or log GARCH? (Q2448408): Difference between revisions
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Revision as of 03:45, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH models without positivity constraints: exponential or log GARCH? |
scientific article |
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GARCH models without positivity constraints: exponential or log GARCH? (English)
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30 April 2014
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EGARCH
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log-GARCH
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quasi-maximum likelihood
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strict stationarity
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tail index
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