On periodic logGARCH model with empirical application model with empirical application (Q6657831)
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: On periodic logGARCH model with empirical application model with empirical application |
scientific article; zbMATH DE number 7962618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On periodic logGARCH model with empirical application model with empirical application |
scientific article; zbMATH DE number 7962618 |
Statements
On periodic logGARCH model with empirical application model with empirical application (English)
0 references
7 January 2025
0 references
periodic logGARCH model
0 references
strict periodic stationarity
0 references
generalized QMLE
0 references
strong consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references
0 references
0 references
