Whittle estimation of EGARCH and other exponential volatility models (Q2628845)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Whittle estimation of EGARCH and other exponential volatility models |
scientific article |
Statements
Whittle estimation of EGARCH and other exponential volatility models (English)
0 references
18 July 2016
0 references
EGARCH
0 references
GJR
0 references
stochastic volatility
0 references
Whittle estimation
0 references
asymptotics
0 references
0 references
0 references
0 references
0 references
