Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M09 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / zbMATH DE Number: 6573064 / rank | |||
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asymmetric GARCH | |||
| Property / zbMATH Keywords: asymmetric GARCH / rank | |||
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semiparametric adaptive estimation | |||
| Property / zbMATH Keywords: semiparametric adaptive estimation / rank | |||
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Revision as of 16:19, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric efficient adaptive estimation of asymmetric GARCH models |
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Semiparametric efficient adaptive estimation of asymmetric GARCH models (English)
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25 April 2016
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asymmetric GARCH
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semiparametric adaptive estimation
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