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