Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981)
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scientific article; zbMATH DE number 5132693
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| English | Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach |
scientific article; zbMATH DE number 5132693 |
Statements
Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (English)
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12 March 2007
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EGARCH
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stationarity
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invertibility
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consistency
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asymptotic normality
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asymmetric GARCH
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exponential GARCH
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0.8580923080444336
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0.8511909246444702
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0.83461993932724
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0.8331628441810608
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