A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362)
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scientific article; zbMATH DE number 6256822
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| English | A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference |
scientific article; zbMATH DE number 6256822 |
Statements
A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (English)
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11 February 2014
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local polynomial estimation
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time varying GARCH
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volatility modeling
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weighted bootstrap
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0.9430001
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0.9186475
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0.9169467
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0.91567266
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0.9099063
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0.9075531
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0.90549487
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