Daily GARCH model estimation using high frequency data (Q5016949)
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scientific article; zbMATH DE number 7448362
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Daily GARCH model estimation using high frequency data |
scientific article; zbMATH DE number 7448362 |
Statements
17 December 2021
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GARCH model
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intraday high frequency data
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quasi maximum likelihood estimation
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0.8710314035415649
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0.84264075756073
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0.8327549695968628
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0.8130925297737122
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0.805275022983551
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