A note on GARCH model identification (Q945144)
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scientific article; zbMATH DE number 5342243
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on GARCH model identification |
scientific article; zbMATH DE number 5342243 |
Statements
A note on GARCH model identification (English)
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11 September 2008
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GARCH
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model identification
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least absolute deviation
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least squares
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estimating functions
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0.7999096512794495
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0.7939208149909973
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0.7915543913841248
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0.7893897891044617
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