Estimating weak GARCH representations (Q2716484)
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scientific article; zbMATH DE number 1599041
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Estimating weak GARCH representations |
scientific article; zbMATH DE number 1599041 |
Statements
2 September 2001
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consistency
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asymptotic normality
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examples
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maximum likelihood
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misspecification
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GARCH
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ARMA structure
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0.88340455
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0.8764277
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0.8673838
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Estimating weak GARCH representations (English)
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