On an asymmetric functional-coefficient ARCH-M model (Q6131404)
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scientific article; zbMATH DE number 7827670
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| English | On an asymmetric functional-coefficient ARCH-M model |
scientific article; zbMATH DE number 7827670 |
Statements
On an asymmetric functional-coefficient ARCH-M model (English)
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5 April 2024
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ARCH-M model
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profile likelihood estimation
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asymptotic property
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ARCH effect
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asymmetric effect
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0.8102408051490784
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0.800540566444397
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0.799003541469574
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0.7928221225738525
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0.7920766472816467
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