On an asymmetric functional-coefficient ARCH-M model
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Publication:6131404
DOI10.1016/j.cnsns.2024.107990OpenAlexW4393087541MaRDI QIDQ6131404
Publication date: 5 April 2024
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2024.107990
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Nonparametric estimation (62G05) Asymptotic properties of parametric tests (62F05)
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