Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood |
scientific article |
Statements
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (English)
0 references
23 November 2018
0 references
symmetric \(\alpha\)-stable distribution
0 references
GARCH-type models
0 references
indirect inference
0 references
maximum likelihood
0 references
leverage effects
0 references
Student's \(t\) distribution
0 references
0 references
