The convergence of optimization based GARCH estimators: theory and application (Q3298636)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The convergence of optimization based GARCH estimators: theory and application |
scientific article |
Statements
The convergence of optimization based GARCH estimators: theory and application (English)
0 references
15 July 2020
0 references
GARCH
0 references
threshold accepting
0 references
optimization heuristics
0 references
convergence
0 references
0 references
0 references
