Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557)
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scientific article; zbMATH DE number 1369435
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| English | Efficiency comparisons of maximum-likelihood-based estimators in GARCH models |
scientific article; zbMATH DE number 1369435 |
Statements
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (English)
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13 August 2000
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Fisher information matrix
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MLE
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QMLE
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semiparametric estimation
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0.857118546962738
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0.8474395871162415
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0.8468644618988037
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