Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications |
scientific article; zbMATH DE number 7545725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications |
scientific article; zbMATH DE number 7545725 |
Statements
Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (English)
0 references
21 June 2022
0 references
GAS model
0 references
volatility
0 references
value-at-risk
0 references
gQML
0 references
0 references
0 references
0 references
0 references
0 references
0 references
