Nonstationary GARCH with \(t\)-distributed innovations (Q1667982)
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scientific article; zbMATH DE number 6929967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary GARCH with \(t\)-distributed innovations |
scientific article; zbMATH DE number 6929967 |
Statements
Nonstationary GARCH with \(t\)-distributed innovations (English)
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31 August 2018
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asymptotic theory
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GARCH
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maximum likelihood
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nonstationarity
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\(t\)-distribution
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