GARCH-type factor model (Q2140876)
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scientific article; zbMATH DE number 7530684
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | GARCH-type factor model |
scientific article; zbMATH DE number 7530684 |
Statements
GARCH-type factor model (English)
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23 May 2022
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factor model
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GARCH-like structure
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quasi-likelihood estimation
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0.8112726807594299
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0.8027287125587463
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0.7904677987098694
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0.7874435782432556
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0.7856301069259644
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