Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (Q5077366)
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scientific article; zbMATH DE number 7528842
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| English | Empirical likelihood based estimation for a class of functional coefficient ARCH-M models |
scientific article; zbMATH DE number 7528842 |
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Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (English)
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18 May 2022
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ARCH-M model
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confidence interval
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empirical likelihood
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functional coefficient model
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0.9280593991279602
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0.9133999943733216
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0.8154499530792236
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0.8104786276817322
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0.8058109879493713
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