A semiparametric GARCH model for foreign exchange volatility (Q274897)
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scientific article; zbMATH DE number 6573045
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| English | A semiparametric GARCH model for foreign exchange volatility |
scientific article; zbMATH DE number 6573045 |
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A semiparametric GARCH model for foreign exchange volatility (English)
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25 April 2016
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equivalent kernel
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geometric mixing
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goodness-of-fit
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local polynomial
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0.8514609932899475
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0.8105589151382446
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0.7971956729888916
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0.7924157977104187
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0.7924157977104187
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