Estimation of GARCH Models from the Autocorrelations of the Squares of a Process (Q2784952)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of GARCH Models from the Autocorrelations of the Squares of a Process |
scientific article |
Statements
Estimation of GARCH Models from the Autocorrelations of the Squares of a Process (English)
0 references
24 April 2002
0 references
GARCH processes
0 references
minimum distance estimator
0 references
exchange rate returns
0 references
