Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518)
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scientific article; zbMATH DE number 6983971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood |
scientific article; zbMATH DE number 6983971 |
Statements
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (English)
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23 November 2018
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symmetric \(\alpha\)-stable distribution
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GARCH-type models
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indirect inference
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maximum likelihood
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leverage effects
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Student's \(t\) distribution
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