Semiparametric score driven volatility models (Q1659100)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6918323
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Semiparametric score driven volatility models |
scientific article; zbMATH DE number 6918323 |
Statements
Semiparametric score driven volatility models (English)
0 references
15 August 2018
0 references
time-varying volatility
0 references
generalized autoregressive score model
0 references
observation driven models
0 references
kernel density estimation
0 references
0 references
0 references
0 references
0 references
0.812065064907074
0 references
0.8105589151382446
0 references
0.7998385429382324
0 references
0.7966592907905579
0 references
