High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility (Q4531055)
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scientific article; zbMATH DE number 1746870
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility |
scientific article; zbMATH DE number 1746870 |
Statements
High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility (English)
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29 May 2002
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high breakdown point estimation
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conditional volatility
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S\&P 500
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quasi maximum likelihood estimation
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\(S\)-estimation
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