Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110)
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scientific article; zbMATH DE number 6682882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feasible optimum Godambe scores for a semi-parametric GARCH time series |
scientific article; zbMATH DE number 6682882 |
Statements
Feasible optimum Godambe scores for a semi-parametric GARCH time series (English)
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9 February 2017
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feasible score
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GARCH
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optimum godambe score
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quasi-maximum likelihood
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0.8724131
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0.8723762
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0.85892135
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0.85319793
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0.8479635
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0.8461581
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0.84607834
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