On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676)
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scientific article; zbMATH DE number 7545653
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| English | On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series |
scientific article; zbMATH DE number 7545653 |
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On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (English)
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21 June 2022
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ARCH
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asymmetric errors
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quasi-likelihood
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threshold-innovation
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0.90311044
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0.87766576
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0.87606454
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0.87413436
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0.8734502
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0.87343085
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0.87315595
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