Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression (Q2667134): Difference between revisions
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Revision as of 18:21, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression |
scientific article |
Statements
Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression (English)
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24 November 2021
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empirical likelihood
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asymmetric least squares
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tail-related risks
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GARCH models
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