Empirical likelihood parametric estimations for GARCH-M models (Q5497941)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Empirical likelihood parametric estimations for GARCH-M models |
scientific article; zbMATH DE number 6401909
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Empirical likelihood parametric estimations for GARCH-M models |
scientific article; zbMATH DE number 6401909 |
Statements
11 February 2015
0 references
GARCH-M models
0 references
empirical likelihood estimation
0 references
\(\chi^2\) distribution
0 references
0.8922731876373291
0 references
0.8477729558944702
0 references
0.824582040309906
0 references
0.8104786276817322
0 references
0.8001208305358887
0 references
