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ARMA–GARCH/IGARCH model
1
Crude Oil Price
1
IGARCH Model
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Methanol Price
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Natural Gas Price
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asymptotic normality
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global selfweighted/local quasi-maximum exponential likelihood estimator
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strong consistency
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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subject:"garch"
(231 results)
1
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/
IGARCH
models
Zhu, Ke
;
Ling, Shiqing
-
Volkswirtschaftliche Fakultät, …
-
2013
model with GARCH (finite variance) and
IGARCH
errors. A formal comparison of two estimators is given for some cases. A …
Persistent link: https://www.econbiz.de/10011258082
Saved in:
2
The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol
Delavari, Majid
;
Gandali Alikhani, Nadiya
;
Naderi, Esmaeil
-
Volkswirtschaftliche Fakultät, …
-
2012
IGARCH
model and based on the weekly time series data related to the research variables. The results of the study showed that …
Persistent link: https://www.econbiz.de/10011259844
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