DOI10.1111/ectj.12089OpenAlexW2601112335MaRDI QIDQ5093957
Arie Preminger, Giuseppe Storti
Publication date: 2 August 2022 Published in: The Econometrics Journal (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1111/ectj.12089
zbMATH Keywords
heavy tailsleast-squares estimationtwo-step estimatorGARCH(1,1)
Mathematics Subject Classification ID
Statistics (62-XX)
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