Smoothed empirical likelihood for GARCH models with heavy-tailed errors (Q2834728)
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scientific article; zbMATH DE number 6655529
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| 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)
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23 November 2016
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confidence region
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empirical likelihood
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GARCH
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heavy-tail
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0.8306758999824524
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0.8242692351341248
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0.8001208305358887
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0.7886649966239929
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