Adaptive quasi-maximum likelihood estimation of GARCH models with Student's \(t\) likelihood (Q2830196)
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scientific article; zbMATH DE number 6650013
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| English | Adaptive quasi-maximum likelihood estimation of GARCH models with Student's \(t\) likelihood |
scientific article; zbMATH DE number 6650013 |
Statements
Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s<i>t</i>likelihood (English)
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9 November 2016
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adaptive estimator
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GARCH model
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heavy-tailed error
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quasi likelihood
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0.8231282830238342
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0.8047428727149963
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0.8026179671287537
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0.7979764342308044
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0.7929592728614807
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