Hybrid quantile estimation for asymmetric power GARCH models
Guochang Wang, Ke Zhu, Guodong Li, Wai Keung Li
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Guochang ; Zhu, Ke ; Li, Guodong ; Li, Wai Keung |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 1, p. 264-284
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| Subject: | Asymmetric power GARCH | Asymmetry testing | Non-stationarity | Quantile estimation | Strict stationarity testing | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.05.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441656