Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008)
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scientific article; zbMATH DE number 1570834
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| default for all languages | No label defined |
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| English | Assessing the bias of maximum likelihood estimates of contaminated garch models |
scientific article; zbMATH DE number 1570834 |
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Assessing the bias of maximum likelihood estimates of contaminated garch models (English)
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5 June 2001
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GARCH models
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robust estimation
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0.7990465760231018
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0.7785929441452026
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0.7742206454277039
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0.7742206454277039
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