Nonlinear least squares estimation of Log-ACD models (Q1782029)
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scientific article; zbMATH DE number 6938644
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| English | Nonlinear least squares estimation of Log-ACD models |
scientific article; zbMATH DE number 6938644 |
Statements
Nonlinear least squares estimation of Log-ACD models (English)
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18 September 2018
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Log-ACD model
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nonlinear least squares estimation
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Log-GARCH model
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heavy-tail
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0.8280164003372192
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0.8214786052703857
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0.8140255212783813
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0.8098557591438293
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