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الآثار الإقتصادیة لهجرة العمالة المصریة إلى الخارج
Shehata, Emad Abd Elmessih - Volkswirtschaftliche Fakultät, … - 2003
heteroscedasticity (GARCH), robust regression quantile of least absolute deviation (LAD), and Hoerl's Ordinary ridge regression (ORR …
Persistent link: https://www.econbiz.de/10011258266
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Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations
Galbraith, John; Zinde-Walsh, Victoria - Centre Interuniversitaire de Recherche en Analyse des … - 2001
integrated volatility of Andersen and Bollerslev (1998), and obtains coefficients from a model estimated by LAD or OLS, in the …'autre utilise la volatilité integrée de Andersen et Bollerslev (1998), et obtient les coefficients d'un modèle estimé par LAD ou MCO …
Persistent link: https://www.econbiz.de/10005100771
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GARCH model estimation using estimated quadratic variation
Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454