Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928)

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Semiparametric efficient adaptive estimation of asymmetric GARCH models
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    Statements

    title
    Semiparametric efficient adaptive estimation of asymmetric GARCH models (English)
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    author
    Yiguo Sun
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    Thanasis Stengos
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    publication date
    25 April 2016
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    zbMATH Keywords
    asymmetric GARCH
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    semiparametric adaptive estimation
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    Identifiers

    Mathematics Subject Classification ID
    62M09
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    62G05
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    62E20
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    62M10
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    91B84
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    zbMATH DE Number
    6573064
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