Minimum distance estimation of GARCH(1,1) models (Q1010531)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum distance estimation of GARCH(1,1) models |
scientific article |
Statements
Minimum distance estimation of GARCH(1,1) models (English)
0 references
6 April 2009
0 references
GARCH models
0 references
minimum distance estimation
0 references
autocovariance function
0 references
quasi maximum likelihood
0 references
high frequency
0 references
0 references
