Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816)
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scientific article; zbMATH DE number 5804373
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| English | Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes |
scientific article; zbMATH DE number 5804373 |
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Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (English)
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22 October 2010
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conditional heteroskedasticity
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least-squares
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maximum likelihood estimation
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power-transformed volatility
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threshold GARCH
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0.8455350995063782
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0.837792158126831
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0.8266239166259766
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0.8236125111579895
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0.8170270323753357
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