Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676): Difference between revisions
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Revision as of 02:15, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models |
scientific article |
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Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (English)
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22 February 2011
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quasi-maximum likelihood estimator
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