Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612)
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scientific article; zbMATH DE number 6390578
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| English | Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach |
scientific article; zbMATH DE number 6390578 |
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Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (English)
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26 January 2015
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GARCH-type
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quasilikelihood
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quasi-maximum likelihood
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skewed \(t\)-distribution
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0.8357732892036438
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0.8179901838302612
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0.8179901838302612
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0.8133498430252075
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