On buffered threshold GARCH models (Q2828615)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6643458
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On buffered threshold GARCH models |
scientific article; zbMATH DE number 6643458 |
Statements
26 October 2016
0 references
buffered threshold model
0 references
GARCH model
0 references
QMLE
0 references
threshold model
0 references
On buffered threshold GARCH models (English)
0 references
0.8084184527397156
0 references
0.7901126146316528
0 references
0.7901126146316528
0 references
0.7862294912338257
0 references
0.7856611609458923
0 references
