Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models (Q4340689)
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scientific article; zbMATH DE number 1019852
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| English | Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models |
scientific article; zbMATH DE number 1019852 |
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Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models (English)
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18 September 1997
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conditional heteroskedasticity
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consistency
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time-varying conditional variance models
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quasimaximum-likelihood estimator
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identification
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conditional mean
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symmetry
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GARCH process
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0.8444218039512634
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0.8400647640228271
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0.836640477180481
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0.835055410861969
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0.8344926834106445
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