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Practical Issues in the Analysis of Univariate GARCH Models - MaRDI portal

Practical Issues in the Analysis of Univariate GARCH Models (Q3646951)

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Practical Issues in the Analysis of Univariate GARCH Models
scientific article

    Statements

    title
    Practical Issues in the Analysis of Univariate GARCH Models (English)
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    author
    Eric Zivot
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    publication date
    27 November 2009
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    zbMATH Keywords
    univariate GARCH
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    asset return
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    maximum likelihood
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    estimation
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    91G70
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    91-02
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    62P05
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    zbMATH DE Number
    5640032
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    OpenAlex ID
    W1601526042
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