Parameter changes in GARCH model (Q5123601)
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 7252497
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parameter changes in GARCH model |
scientific article; zbMATH DE number 7252497 |
Statements
Parameter changes in GARCH model (English)
0 references
29 September 2020
0 references
GARCH(1,1)
0 references
information criterion
0 references
model selection
0 references
parameter change
0 references
0 references
0.8378220200538635
0 references
0.8345386385917664
0 references
0.8344404697418213
0 references
0.8314353227615356
0 references
0.8233736157417297
0 references
