Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103)
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scientific article; zbMATH DE number 6584452
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| English | Fourier-type estimation of the power GARCH model with stable-Paretian innovations |
scientific article; zbMATH DE number 6584452 |
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Fourier-type estimation of the power GARCH model with stable-Paretian innovations (English)
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24 May 2016
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GARCH model
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minimum distance estimation
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heavy-tailed distribution
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empirical characteristic function
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0.8264946937561035
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0.8121377229690552
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0.8078632354736328
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0.7918953895568848
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0.7914896607398987
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