Search results with tag "Properties and estimation of garch"

Properties and Estimation of GARCH(1,1) Model

Metodolosˇki zvezki, Vol. 2, No. 2, 2005, 243-257 Properties and Estimation of GARCH(1,1) Model Petra Posedel1 Abstract We study in depth the properties of the GARCH(1,1) model and the assump-

  Properties, Estimation, Garch, Properties and estimation of garch