ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138)
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scientific article; zbMATH DE number 6617051
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| English | ARCH/GARCH with persistent covariate: asymptotic theory of MLE |
scientific article; zbMATH DE number 6617051 |
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ARCH/GARCH with persistent covariate: asymptotic theory of MLE (English)
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15 August 2016
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ARCH
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GARCH
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persistent covariate
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maximum likelihood estimator
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asymptotic distribution theory
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0.8393358588218689
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0.831531286239624
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0.8289924263954163
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0.8183639645576477
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