Pages that link to "Item:Q1698475"
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The following pages link to Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (Q1698475):
Displayed 3 items.
- Nonstationary generalised autoregressive conditional heteroskedasticity modelling for fitting higher order moments of financial series within moving time windows (Q2149183) (← links)
- Ai algorithms for fitting GARCH parameters to empirical financial data (Q2162984) (← links)
- Standard Laplace quasi-maximum likelihood estimator for GARCH processes (Q6171872) (← links)