On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model (Q2815386)
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scientific article; zbMATH DE number 6599069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model |
scientific article; zbMATH DE number 6599069 |
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On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model (English)
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28 June 2016
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conditional variance
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degrees of freedom
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\(t\) distribution
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