Modèles ARCH avec changement de régime markovien (Q4495525)
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scientific article; zbMATH DE number 1488640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modèles ARCH avec changement de régime markovien |
scientific article; zbMATH DE number 1488640 |
Statements
Modèles ARCH avec changement de régime markovien (English)
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17 August 2001
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GARCH models
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maximum likelihood estimator
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0.8815733194351196
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0.8377258777618408
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0.8347363471984863
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0.8295707106590271
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0.8274294137954712
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