Estimation of Volatility on the Small Sample with Generalized Maximum Entropy
© 2018, Springer International Publishing AG, part of Springer Nature. Generalized autoregressive conditional heteroscedasticity (GARCH) provides useful techniques for modeling the dynamic volatility model. Several estimation techniques have been developed over the years, for examples Maximum likeli...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Book Series |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85043990881&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58577 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |