Minimum distance estimation of GARCH(1,1) models (Q1010531)
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scientific article; zbMATH DE number 5540528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum distance estimation of GARCH(1,1) models |
scientific article; zbMATH DE number 5540528 |
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Minimum distance estimation of GARCH(1,1) models (English)
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6 April 2009
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GARCH models
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minimum distance estimation
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autocovariance function
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quasi maximum likelihood
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high frequency
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