Small sample properties of \(\text{GARCH}(1,1)\) estimator under non-normality (Q1391048)
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scientific article; zbMATH DE number 1177717
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample properties of \(\text{GARCH}(1,1)\) estimator under non-normality |
scientific article; zbMATH DE number 1177717 |
Statements
Small sample properties of \(\text{GARCH}(1,1)\) estimator under non-normality (English)
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22 July 1998
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GARCH models
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robust statistics
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hypothesis testing
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