Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500
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| Datum: | 2021 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
2021
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| Schriftenreihe: | Mathematical Modeling and Computing |
| Online Zugang: | http://jnas.nbuv.gov.ua/article/UJRN-0001283029 |
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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| _version_ | 1859488484099620864 |
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| author | A. Settar N. I. Fatmi M. Badaoui |
| author_facet | A. Settar N. I. Fatmi M. Badaoui |
| author_sort | A. Settar |
| collection | Open-Science |
| first_indexed | 2025-07-17T11:30:05Z |
| format | Article |
| id | open-sciencenbuvgovua-7175 |
| institution | Library portal of National Academy of Sciences of Ukraine | LibNAS |
| language | English |
| last_indexed | 2025-07-17T11:30:05Z |
| publishDate | 2021 |
| record_format | dspace |
| series | Mathematical Modeling and Computing |
| spelling | open-sciencenbuvgovua-71752024-02-25T16:07:37Z Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500 A. Settar N. I. Fatmi M. Badaoui 2312-9794 2021 en Mathematical Modeling and Computing http://jnas.nbuv.gov.ua/article/UJRN-0001283029 Article |
| spellingShingle | Mathematical Modeling and Computing A. Settar N. I. Fatmi M. Badaoui Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500 |
| title | Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500 |
| title_full | Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500 |
| title_fullStr | Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500 |
| title_full_unstemmed | Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500 |
| title_short | Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500 |
| title_sort | quasi-maximum likelihood estimation of the component-garch model using the stochastic approximation algorithm with application to the s&p 500 |
| url | http://jnas.nbuv.gov.ua/article/UJRN-0001283029 |
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