Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2005.03.019 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2093106045 / rank | |||
Normal rank | |||
Revision as of 02:53, 20 March 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
