Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation (Q5111852)
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scientific article; zbMATH DE number 7205128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation |
scientific article; zbMATH DE number 7205128 |
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Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation (English)
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27 May 2020
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financial time series
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quasi maximum likelihood estimation (QMLE)
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multiplicative error model (MEM)
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GARCH
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zero-augmented
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asymptotic inference
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