Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157)
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scientific article; zbMATH DE number 7534054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models |
scientific article; zbMATH DE number 7534054 |
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Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (English)
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31 May 2022
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bias correction
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GARCH-M models
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quasi-maximum likelihood
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testing
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