Hybrid quantile estimation for asymmetric power GARCH models (Q2116338)
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scientific article; zbMATH DE number 7491159
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| English | Hybrid quantile estimation for asymmetric power GARCH models |
scientific article; zbMATH DE number 7491159 |
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Hybrid quantile estimation for asymmetric power GARCH models (English)
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16 March 2022
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asymmetric power GARCH
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asymmetry testing
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non-stationarity
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quantile estimation
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strict stationarity testing
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