Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors (Q5093957)
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scientific article; zbMATH DE number 7565916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors |
scientific article; zbMATH DE number 7565916 |
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Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors (English)
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2 August 2022
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GARCH(1,1)
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heavy tails
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least-squares estimation
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two-step estimator
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