A new estimator method for GARCH models (Q978796)

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A new estimator method for GARCH models
scientific article

    Statements

    title
    A new estimator method for GARCH models (English)
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    author
    G. M. Favaro
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    E. R. Cazaroto
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    Roberto N. Onody
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    publication date
    25 June 2010
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    describes a project that uses
    RiskMetrics
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    Maple
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    Matlab
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    Identifiers

    zbMATH DE Number
    5726327
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    OpenAlex ID
    W2011136621
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