Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models (Q5080157)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models |
scientific article; zbMATH DE number 7534054
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models |
scientific article; zbMATH DE number 7534054 |
Statements
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (English)
0 references
31 May 2022
0 references
bias correction
0 references
GARCH-M models
0 references
quasi-maximum likelihood
0 references
testing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8457689881324768
0 references
0.835055410861969
0 references
0.835055410861969
0 references
