STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (Q5243485)
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scientific article; zbMATH DE number 7131187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL |
scientific article; zbMATH DE number 7131187 |
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STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (English)
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18 November 2019
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self-consistent
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logarithmic realized GARCH model
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log-RealGARCH
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