QML inference for volatility models with covariates (Q4629565)
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scientific article; zbMATH DE number 7043628
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | QML inference for volatility models with covariates |
scientific article; zbMATH DE number 7043628 |
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QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (English)
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27 March 2019
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Gaussian quasi-maximum likelihood estimator (QMLE)
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asymmetric GARCH model
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0.8393358588218689
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0.827857255935669
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0.8232651352882385
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0.8187170028686523
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0.8187170028686523
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