Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models (Q5094270)
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scientific article; zbMATH DE number 7566521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models |
scientific article; zbMATH DE number 7566521 |
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Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models (English)
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2 August 2022
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asymptotic properties
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financial time series
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GARCH model
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QMELE
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threshold model
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