Quasi-maximum likelihood estimation of GARCH with Student distributed noise (Q5082606)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7545605
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quasi-maximum likelihood estimation of GARCH with Student distributed noise |
scientific article; zbMATH DE number 7545605 |
Statements
Quasi-maximum likelihood estimation of GARCH with student distributed noise (English)
0 references
21 June 2022
0 references
asymptotic normality
0 references
consistency
0 references
GARCH process
0 references
0 references
0 references
0 references
0.8696945905685425
0 references
0.8622192740440369
0 references
0.8518301844596863
0 references
0.8516315817832947
0 references
0.8515196442604065
0 references
