High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility (Q4531055)
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scientific article; zbMATH DE number 1746870
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| default for all languages | No label defined |
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| English | High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility |
scientific article; zbMATH DE number 1746870 |
Statements
High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility (English)
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29 May 2002
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high breakdown point estimation
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conditional volatility
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S\&P 500
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quasi maximum likelihood estimation
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\(S\)-estimation
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0.751545250415802
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0.7300405502319336
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0.7282100319862366
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0.7237480282783508
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0.7232825756072998
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