Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Semi-parametric estimation and forecasting for exogenous log-GARCH models |
scientific article |
Statements
Semi-parametric estimation and forecasting for exogenous log-GARCH models (English)
0 references
19 May 2016
0 references
financial volatility
0 references
log-GARCH
0 references
exogenous variable
0 references
semiparametric regression
0 references
spline
0 references
quasi-likelihood estimation
0 references
0 references
0 references