Robust recursive estimation of GARCH models (Q3120381)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust recursive estimation of GARCH models |
scientific article |
Statements
Robust recursive estimation of GARCH models (English)
0 references
1 March 2019
0 references
GARCH model
0 references
Kalman filter
0 references
outlier
0 references
robust recursive estimation
0 references
volatility
0 references