Smoothed empirical likelihood for GARCH models with heavy-tailed errors (Q2834728)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Smoothed empirical likelihood for GARCH models with heavy-tailed errors |
scientific article; zbMATH DE number 6655529
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Smoothed empirical likelihood for GARCH models with heavy-tailed errors |
scientific article; zbMATH DE number 6655529 |
Statements
Smoothed empirical likelihood for GARCH models with heavy-tailed errors (English)
0 references
23 November 2016
0 references
confidence region
0 references
empirical likelihood
0 references
GARCH
0 references
heavy-tail
0 references
0 references
0 references
0 references
0.8306758999824524
0 references
0.8242692351341248
0 references
0.8001208305358887
0 references
0.7886649966239929
0 references
