Smoothed empirical likelihood for GARCH models with heavy-tailed errors (Q2834728)
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scientific article; zbMATH DE number 6655529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothed empirical likelihood for GARCH models with heavy-tailed errors |
scientific article; zbMATH DE number 6655529 |
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Smoothed empirical likelihood for GARCH models with heavy-tailed errors (English)
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23 November 2016
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confidence region
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empirical likelihood
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GARCH
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heavy-tail
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