QMLE for quadratic ARCH model with long memory (Q5283410)
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scientific article; zbMATH DE number 6751213
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | QMLE for quadratic ARCH model with long memory |
scientific article; zbMATH DE number 6751213 |
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QMLE for Quadratic ARCH Model with Long Memory (English)
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21 July 2017
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quadratic ARCH process
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LARCH model
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long memory
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parametric estimation
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quasi-maximum likelihood
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0.8494381308555603
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0.8436123728752136
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0.8334689140319824
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0.8268550038337708
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0.8265916109085083
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