Huang, Da Et al.
Estimating GARCH models:when to use what?
2008
- 2008
- 27-38 V. 11 Issue. 1
Econometrics
Estimating procrdure selection;GARCH;Gaussian Likehood;Heavy tail;Laplace distribution;Least absolute deviations estimator;Maximum quasilikelihood estimator;Time series;