Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier-type estimation of the power GARCH model with stable-Paretian innovations |
scientific article |
Statements
Fourier-type estimation of the power GARCH model with stable-Paretian innovations (English)
0 references
24 May 2016
0 references
GARCH model
0 references
minimum distance estimation
0 references
heavy-tailed distribution
0 references
empirical characteristic function
0 references
