ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620)
From MaRDI portal
scientific article; zbMATH DE number 5675278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS |
scientific article; zbMATH DE number 5675278 |
Statements
ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (English)
0 references
26 February 2010
0 references
0 references
0 references
