Open AccessRobust estimation and inference for heavy tailed GARCH
Author(s) -
Jonathan B. Hill
Publication year - 2015
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/v9v4-6j84
Subject(s) - autoregressive conditional heteroskedasticity , inference , estimation , econometrics , computer science , statistics , mathematics , artificial intelligence , economics , volatility (finance) , management