Asymptotic theory for QMLE for the real-time GARCH\((1,1)\) model (Q5012866)
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scientific article; zbMATH DE number 7433909
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| English | Asymptotic theory for QMLE for the real-time GARCH\((1,1)\) model |
scientific article; zbMATH DE number 7433909 |
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Asymptotic theory for QMLE for the real‐time GARCH(1,1) model (English)
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25 November 2021
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GARCH
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stationarity
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asymptotic theory
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derivative processes
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0.8784752488136292
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0.8604657053947449
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0.8457452058792114
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0.8391836285591125
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