Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (Q5452777)
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scientific article; zbMATH DE number 5259647
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| English | Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified |
scientific article; zbMATH DE number 5259647 |
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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0.8191414475440979
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0.8188077807426453
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0.8180522322654724
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0.7998430728912354
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0.7862372994422913
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