Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (Q543456)
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scientific article; zbMATH DE number 5909209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation |
scientific article; zbMATH DE number 5909209 |
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Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (English)
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17 June 2011
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Monte Carlo simulation
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re-parameterization
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