The convergence of optimization based GARCH estimators: theory and application (Q3298636)
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scientific article; zbMATH DE number 7220959
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| English | The convergence of optimization based GARCH estimators: theory and application |
scientific article; zbMATH DE number 7220959 |
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The convergence of optimization based GARCH estimators: theory and application (English)
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15 July 2020
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GARCH
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threshold accepting
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optimization heuristics
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convergence
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0.8644421696662903
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0.8335930705070496
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0.7353620529174805
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0.7331156730651855
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0.7247586250305176
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