Efficient estimation in semiparametric GARCH models (Q1372928)
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scientific article; zbMATH DE number 1083053
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| English | Efficient estimation in semiparametric GARCH models |
scientific article; zbMATH DE number 1083053 |
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Efficient estimation in semiparametric GARCH models (English)
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26 September 2000
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LAN in time-series
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semiparametrics
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adaptivity
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GARCH
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0.8923532366752625
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0.877399206161499
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0.8526575565338135
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0.8503297567367554
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