scientific article; zbMATH DE number 6671299

zbMATH Open1363.62111MaRDI QIDQ3179867FDOQ3179867

Yuan Li, XingFa Zhang

Publication date: 6 January 2017

Title of this publication is not available (Why is that?)

zbMATH Keywords

asymptotic normalityquasi-maximum likelihood estimationGARCH-M model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (8)

• QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS
• Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero
• M-ESTIMATION IN GARCH MODELS
• Title not available (Why is that?)
• GARCH Model Estimation Using Estimated Quadratic Variation
• Standard Laplace quasi-maximum likelihood estimator for GARCH processes
• M-estimate for the stationary hyperbolic GARCH models
• Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure

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