Quasi-likelihood estimation of the single index conditional variance model (Q1796931)
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scientific article; zbMATH DE number 6957704
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| English | Quasi-likelihood estimation of the single index conditional variance model |
scientific article; zbMATH DE number 6957704 |
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Quasi-likelihood estimation of the single index conditional variance model (English)
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17 October 2018
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conditional variance
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single index model
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heteroscedasticity
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quasi-likelihood
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0.8940505
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0.89263654
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0.89222294
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0.8906294
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0.89029723
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0.88861346
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0.88645154
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0.88422596
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