Robust inference in AR-G/GARCH models under model uncertainty (Q6546439)
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scientific article; zbMATH DE number 7855846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust inference in AR-G/GARCH models under model uncertainty |
scientific article; zbMATH DE number 7855846 |
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Robust inference in AR-G/GARCH models under model uncertainty (English)
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29 May 2024
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AR-G/GARCH
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model averaging
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model selection
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heavy tails
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tail behavior
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stable distribution
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Mallows-type criteria
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