ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969)

From MaRDI portal
scientific article; zbMATH DE number 6993500
Language Label Description Also known as
English
ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
scientific article; zbMATH DE number 6993500

    Statements

    ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (English)
    0 references
    0 references
    0 references
    0 references
    14 December 2018
    0 references

    Identifiers