EMPIRICAL PERFORMANCE OF GARCH MODELS WITH HEAVY‐TAILED INNOVATIONS (Q5213466)
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scientific article; zbMATH DE number 7162072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EMPIRICAL PERFORMANCE OF GARCH MODELS WITH HEAVY‐TAILED INNOVATIONS |
scientific article; zbMATH DE number 7162072 |
Statements
EMPIRICAL PERFORMANCE OF GARCH MODELS WITH HEAVY‐TAILED INNOVATIONS (English)
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3 February 2020
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GARCH model
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heavy-tailed distribution
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model comparison
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numerical solution
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0.7911142110824585
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0.7903630137443542
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0.7886003255844116
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