A note on adaptation in garch models (Q4355144)
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scientific article; zbMATH DE number 1062686
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on adaptation in garch models |
scientific article; zbMATH DE number 1062686 |
Statements
A note on adaptation in garch models (English)
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6 October 1998
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adaptation
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generalized autoregressive conditional heteroscedasticity
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GARCH
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asymptotic efficiency
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semiparametric estimator
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maximum likelihood estimator
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bimodal
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unimodal densities
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0.8968828
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0.89532596
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0.8796955
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0.87536895
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