Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928)
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scientific article; zbMATH DE number 6573064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric efficient adaptive estimation of asymmetric GARCH models |
scientific article; zbMATH DE number 6573064 |
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Semiparametric efficient adaptive estimation of asymmetric GARCH models (English)
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25 April 2016
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asymmetric GARCH
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semiparametric adaptive estimation
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