Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models (Q5094270)

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scientific article; zbMATH DE number 7566521
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Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models
scientific article; zbMATH DE number 7566521

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    Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models (English)
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    2 August 2022
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    asymptotic properties
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    financial time series
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    GARCH model
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    QMELE
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    threshold model
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