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...
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| Main Authors: | , , , |
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| 格式: | Book Series |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85043990881&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58577 |
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| 機構: | Chiang Mai University |