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GARCH
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estimation procedure selection
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heavy tail
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laplace distribution
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least absolute deviations estimator
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Huang, Da
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Estimating GARCH models: when to use what?
Huang, Da
;
Wang, Hansheng
;
Yao, Qiwei
-
London School of Economics (LSE)
-
2008
for GARCH models only, the basic idea may be applied to address the
estimation
procedure
selection
problem in a general …
Persistent link: https://www.econbiz.de/10011126440
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