Role of stylized features in constructing better estimators (Q5368796)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Role of stylized features in constructing better estimators |
scientific article; zbMATH DE number 6789324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Role of stylized features in constructing better estimators |
scientific article; zbMATH DE number 6789324 |
Statements
Role of stylized features in constructing better estimators (English)
0 references
10 October 2017
0 references
estimation
0 references
Markov switching
0 references
method of moments
0 references
regime switching
0 references
stylized feature
0 references
volatility clustering
0 references
0.80658674
0 references
0.80498844
0 references
0 references
0.8014884
0 references
0 references
0.7972638
0 references
