Recursive Estimation of GARCH Models (Q3424299)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive Estimation of GARCH Models |
scientific article |
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Recursive Estimation of GARCH Models (English)
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15 February 2007
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GARCH process
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martingale convergence theorem
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on-line estimation
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two-stage pseudolinear regression
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two-stage recursive least squares
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0.9552035
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0.9425096
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0.9137847
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0.9078063
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0.9061631
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0.90040326
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0.8976623
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