Hybrid quantile estimation for asymmetric power GARCH models (Q2116338)

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Hybrid quantile estimation for asymmetric power GARCH models
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    Statements

    title
    Hybrid quantile estimation for asymmetric power GARCH models (English)
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    author
    Guochang Wang
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    Ke Zhu
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    Guodong Li
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    Wai Keung Li
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    publication date
    16 March 2022
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    zbMATH Keywords
    asymmetric power GARCH
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    asymmetry testing
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    non-stationarity
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    quantile estimation
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    strict stationarity testing
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    Identifiers

    zbMATH DE Number
    7491159
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