Hybrid quantile estimation for asymmetric power GARCH models (Q2116338)

From MaRDI portal
Revision as of 03:46, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Hybrid quantile estimation for asymmetric power GARCH models
scientific article

    Statements

    title
    Hybrid quantile estimation for asymmetric power GARCH models (English)
    0 references
    author
    Guochang Wang
    0 references
    Ke Zhu
    0 references
    Guodong Li
    0 references
    Wai Keung Li
    0 references
    publication date
    16 March 2022
    0 references
    zbMATH Keywords
    asymmetric power GARCH
    0 references
    asymmetry testing
    0 references
    non-stationarity
    0 references
    quantile estimation
    0 references
    strict stationarity testing
    0 references

    Identifiers

    zbMATH DE Number
    7491159
    0 references
    OpenAlex ID
    W3047736563
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2116338&oldid=33069250"
    Powered by MediaWiki