A robust closed-form estimator for the GARCH(1,1) model (Q5222426): Difference between revisions
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Revision as of 23:53, 19 March 2024
scientific article; zbMATH DE number 7184689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust closed-form estimator for the GARCH(1,1) model |
scientific article; zbMATH DE number 7184689 |
Statements
A robust closed-form estimator for the GARCH(1,1) model (English)
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1 April 2020
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additive outliers
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autocorrelations
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robustness
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value-at-risk
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volatility forecasting
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