GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577): Difference between revisions

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Revision as of 23:53, 5 March 2024

scientific article; zbMATH DE number 7536063
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English
GARCH Model Estimation Using Estimated Quadratic Variation
scientific article; zbMATH DE number 7536063

    Statements

    GARCH Model Estimation Using Estimated Quadratic Variation (English)
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    3 June 2022
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    GARCH
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    high-frequency data
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    LAD
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    quadratic variation
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