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Robust closed-form estimators for the integer-valued GARCH (1, 1) model.

Qi LiHeng LianFukang Zhu
Published in: Comput. Stat. Data Anal. (2016)
Keyphrases
  • closed form
  • integer valued
  • hyperparameters
  • garch model
  • real valued
  • closed form solutions
  • long term
  • multiresolution
  • stock market