Quasi maximum exponential likelihood estimation of GARCH model based on high frequency data (Q6188569)
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scientific article; zbMATH DE number 7801175
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| English | Quasi maximum exponential likelihood estimation of GARCH model based on high frequency data |
scientific article; zbMATH DE number 7801175 |
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7 February 2024
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GARCH model
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high frequency data
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quasi-maximum exponential likelihood estimation
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0.9298032522201538
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0.9157746434211732
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0.8618634343147278
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0.8370068669319153
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0.8305956721305847
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