Self-weighted recursive estimation of GARCH models (Q4563409)
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scientific article; zbMATH DE number 6879727
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted recursive estimation of GARCH models |
scientific article; zbMATH DE number 6879727 |
Statements
Self-weighted recursive estimation of GARCH models (English)
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1 June 2018
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GARCH
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high-frequency time series
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on-line estimation
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recursive estimation
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volatility
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0.91003793
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0.90823597
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0.8950378
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0.8770155
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0.87499225
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0.8732258
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