✦ LIBER ✦

ROBUST ESTIMATION FOR THE ORTHOGONAL GARCH MODEL

✍ Scribed by FARHAT IQBAL

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Robust estimation of the simplified mult

✍ Iqbal, Farhat 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 285 KB

A robust LR test for the GARCH model

✍ Thomas Busch 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 97 KB

Quantile Regression Estimator for GARCH

✍ SANGYEOL LEE; JUNGSIK NOH 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 615 KB

A new estimator method for GARCH models

✍ R. N. Onody; G. M. Favaro; E. R. Cazaroto 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 535 KB

A closed-form estimator for the multivar

✍ Sbrana, Giacomo; Poloni, Federico 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 420 KB

Benchmarks and the accuracy of GARCH mod

✍ Chris Brooks; Simon P. Burke; Gita Persand 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 81 KB