Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing the bias of maximum likelihood estimates of contaminated garch models |
scientific article |
Statements
Assessing the bias of maximum likelihood estimates of contaminated garch models (English)
0 references
5 June 2001
0 references
GARCH models
0 references
robust estimation
0 references
