QMLE for periodic time-varying asymmetric log GARCH models (Q2231570)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QMLE for periodic time-varying asymmetric log GARCH models |
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QMLE for periodic time-varying asymmetric log GARCH models (English)
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30 September 2021
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quasi-maximum likelihood estimator (QMLE)
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periodicity
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asymmetric log GARCH
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EGARCH
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stationarity
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asymptotic properties
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