Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
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 01:53, 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
    0 references
    0 references
    25 April 2016
    0 references
    asymmetric GARCH
    0 references
    semiparametric adaptive estimation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references