Quasi-maximum likelihood estimation of GARCH models in the presence of missing values (Q5107326): Difference between revisions
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Revision as of 19:50, 5 March 2024
scientific article; zbMATH DE number 7193725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum likelihood estimation of GARCH models in the presence of missing values |
scientific article; zbMATH DE number 7193725 |
Statements
Quasi-maximum likelihood estimation of GARCH models in the presence of missing values (English)
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27 April 2020
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financial time series
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incomplete time series
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conditional expectation and variance
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volatility of aggregated returns
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