A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model (Q5863653)
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scientific article; zbMATH DE number 7536154
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| English | A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model |
scientific article; zbMATH DE number 7536154 |
Statements
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (English)
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3 June 2022
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explosive regimes
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neural networks
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quasi-maximum likelihood
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sieve estimation
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smooth transition
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stationarity
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0.8500798940658569
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0.8391657471656799
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0.8269304633140564
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0.8124343752861023
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0.8006957173347473
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