Characteristic function-based inference for GARCH models with heavy-tailed innovations (Q5358337)
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scientific article; zbMATH DE number 6777588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristic function-based inference for GARCH models with heavy-tailed innovations |
scientific article; zbMATH DE number 6777588 |
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Characteristic function-based inference for GARCH models with heavy-tailed innovations (English)
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20 September 2017
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characteristic function
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GARCH model
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heavy-tailed distribution
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minimum distance estimation
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