Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:53, 30 January 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
