Numerical optimization of the likelihood function based on Kalman filter in the GARCH models

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Бібліографічні деталі
Дата:2022
Автор: M. Benmoumen
Формат: Стаття
Мова:Англійська
Опубліковано: 2022
Назва видання:Mathematical Modeling and Computing
Онлайн доступ:http://jnas.nbuv.gov.ua/article/UJRN-0001373429
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Назва журналу:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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spelling open-sciencenbuvgovua-21712023-09-12T18:00:48Z Numerical optimization of the likelihood function based on Kalman filter in the GARCH models M. Benmoumen 2312-9794 2022 en Mathematical Modeling and Computing http://jnas.nbuv.gov.ua/article/UJRN-0001373429 Article
spellingShingle Mathematical Modeling and Computing
M. Benmoumen
Numerical optimization of the likelihood function based on Kalman filter in the GARCH models
title Numerical optimization of the likelihood function based on Kalman filter in the GARCH models
title_full Numerical optimization of the likelihood function based on Kalman filter in the GARCH models
title_fullStr Numerical optimization of the likelihood function based on Kalman filter in the GARCH models
title_full_unstemmed Numerical optimization of the likelihood function based on Kalman filter in the GARCH models
title_short Numerical optimization of the likelihood function based on Kalman filter in the GARCH models
title_sort numerical optimization of the likelihood function based on kalman filter in the garch models
url http://jnas.nbuv.gov.ua/article/UJRN-0001373429
work_keys_str_mv AT mbenmoumen numericaloptimizationofthelikelihoodfunctionbasedonkalmanfilterinthegarchmodels