Bootstrap inference for GARCH models by the least absolute deviation estimation (Q5111776)
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scientific article; zbMATH DE number 7205079
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| English | Bootstrap inference for GARCH models by the least absolute deviation estimation |
scientific article; zbMATH DE number 7205079 |
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Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (English)
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27 May 2020
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bootstrap method
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exchangeable weights
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GARCH models
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generalized bootstrap
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least absolute deviation estimator
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portmanteau test
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0.8097050189971924
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0.801313579082489
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0.7980108261108398
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0.7881887555122375
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0.7869123816490173
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