Tail behavior and OLS estimation in AR-GARCH models (Q3094081)
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scientific article; zbMATH DE number 5961049
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| default for all languages | No label defined |
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| English | Tail behavior and OLS estimation in AR-GARCH models |
scientific article; zbMATH DE number 5961049 |
Statements
Tail behavior and OLS estimation in AR-GARCH models (English)
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21 October 2011
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ARMA-GARCH
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heavy tails
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tail behavior
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0.7902613282203674
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0.782711923122406
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0.7798063158988953
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0.7773872017860413
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0.7753543257713318
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