Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (Q5452763)
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scientific article; zbMATH DE number 5259632
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| English | Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified |
scientific article; zbMATH DE number 5259632 |
Statements
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (English)
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4 April 2008
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0.8343117237091064
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0.8034063577651978
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0.768985390663147
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0.7681523561477661
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0.7624518871307373
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