Nonlinear recursive estimation of volatility via estimating functions (Q643388)
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scientific article; zbMATH DE number 5965588
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonlinear recursive estimation of volatility via estimating functions |
scientific article; zbMATH DE number 5965588 |
Statements
Nonlinear recursive estimation of volatility via estimating functions (English)
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28 October 2011
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estimating functions
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GARCH
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RCA
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recursive estimation
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nonlinear time series
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0.8001168966293335
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0.7974890470504761
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0.7817440629005432
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0.7749038338661194
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0.7703675031661987
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