Quasi score-driven models (Q2697985)
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scientific article; zbMATH DE number 7674657
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quasi score-driven models |
scientific article; zbMATH DE number 7674657 |
Statements
Quasi score-driven models (English)
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14 April 2023
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score-driven models
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GARCH
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fat-tails
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asymmetry
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QLE
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QMLE
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0.8691461
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0.86312246
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0.8300342
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0.8246629
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0.81738275
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