Nonstationary GARCH with \(t\)-distributed innovations (Q1667982)
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 6929967
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonstationary GARCH with \(t\)-distributed innovations |
scientific article; zbMATH DE number 6929967 |
Statements
Nonstationary GARCH with \(t\)-distributed innovations (English)
0 references
31 August 2018
0 references
asymptotic theory
0 references
GARCH
0 references
maximum likelihood
0 references
nonstationarity
0 references
\(t\)-distribution
0 references
0 references
0.8330932259559631
0 references
0.8248307108879089
0 references
0.8192550539970398
0 references
0.8118618726730347
0 references
0.803865373134613
0 references
