Robust modeling of GARCH model based on weighted function and empirical analysis

MaRDI QIDQ2991417zbMATH OpenFDO

Authors Yongying Su, Jian Yu

Publication date 10 August 2016

zbMATH Keywords

GARCH modelrate of returnrobust modelingweighted function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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