Continuous invertibility and stable QML estimation of the EGARCH(1,1) model (Q2868871)
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: Continuous invertibility and stable QML estimation of the EGARCH(1,1) model |
scientific article; zbMATH DE number 6239702
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Continuous invertibility and stable QML estimation of the EGARCH(1,1) model |
scientific article; zbMATH DE number 6239702 |
Statements
19 December 2013
0 references
asymptotic normality
0 references
exponential GARCH
0 references
invertible models
0 references
quasi-maximum likelihood
0 references
stochastic recurrence equations
0 references
strong consistency
0 references
volatility models
0 references
0 references
0 references
0 references
0 references
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model (English)
0 references
0.8480423092842102
0 references
0.8367881178855896
0 references
0.8258659243583679
0 references
0.8156672716140747
0 references
0.8076210618019104
0 references
