Hybrid quantile estimation for asymmetric power GARCH models (Q2116338)
From MaRDI portal
!
WARNING
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 7491159
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hybrid quantile estimation for asymmetric power GARCH models |
scientific article; zbMATH DE number 7491159 |
Statements
Hybrid quantile estimation for asymmetric power GARCH models (English)
0 references
16 March 2022
0 references
asymmetric power GARCH
0 references
asymmetry testing
0 references
non-stationarity
0 references
quantile estimation
0 references
strict stationarity testing
0 references
0 references
0 references
0 references
0 references
0 references
