Estimating GARCH type models with symmetric stable innovations: Indirect inference versus maximum likelihood
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سال
: 2014شناسه الکترونیک: 10.1016/j.csda.2013.07.028
کلیدواژه(گان): Symmetric α,GARCH,Indirect inference,Maximum likelihood,Leverage effects,Student’s t distribution
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Estimating GARCH type models with symmetric stable innovations: Indirect inference versus maximum likelihood
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| date accessioned | 2020-03-11T15:43:49Z | |
| date available | 2020-03-11T15:43:49Z | |
| date issued | 2014 | |
| identifier issn | 0167-9473 | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/583056 | |
| format | general | |
| language | English | |
| publisher | Elsevier Science | |
| title | Estimating GARCH type models with symmetric stable innovations: Indirect inference versus maximum likelihood | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 4443349 | |
| subject keywords | Symmetric α | |
| subject keywords | GARCH | |
| subject keywords | Indirect inference | |
| subject keywords | Maximum likelihood | |
| subject keywords | Leverage effects | |
| subject keywords | Student’s t distribution | |
| identifier doi | 10.1016/j.csda.2013.07.028 | |
| journal title | Computational Statistics & Data Analysis | |
| journal volume | 76 | |
| journal issue | 0 | |
| filesize | 459921 | |
| citations | 0 | |
| contributor rawauthor | Calzolari, Giorgio - Halbleib, Roxana - Parrini, Alessandro |