Adaptive quasi-maximum likelihood estimation of GARCH models with Student’stlikelihood
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Publication:2830196
DOI10.1080/03610926.2014.957852zbMath1356.62160OpenAlexW232118361MaRDI QIDQ2830196
Publication date: 9 November 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.957852
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)
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