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Quasi score-driven models - MaRDI portal

Quasi score-driven models (Q2697985)

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Quasi score-driven models
scientific article

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    title
    Quasi score-driven models (English)
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    author
    Francisco Blasques
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    Christian Francq
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    Sébastien Laurent
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    publication date
    14 April 2023
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    zbMATH DE Number
    7674657
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    zbMATH Keywords
    score-driven models
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    GARCH
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    fat-tails
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    asymmetry
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    QLE
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    QMLE
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    OpenAlex ID
    W4210753330
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    cites work
    Q3281479
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    Q3703164
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    Q4255425
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    Q4140257
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    Q4044015
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    Q4869532
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