Robust EGARCH
Robust EGARCH extends Nelson's (1991) Exponential GARCH model by replacing standard quasi-maximum likelihood estimation with outlier-resistant procedures — typically bounded-influence or M-estimation — so that a small fraction of extreme observations or data errors cannot distort the estimated volatility dynamics or the leverage effect.
Rekodi ya chanzo
Nukuu zimehamishwa kwa uhalisi kutoka kwa rekodi ya chanzo cha mbinu. Hakuna uthibitisho wa kiwango cha dai unaodokezwa kutoka kwao.
- Muler, N., & Yohai, V. J. (2008). Robust estimates for GARCH models. Journal of Statistical Planning and Inference, 138(10), 2918–2940. · DOI 10.1016/j.jspi.2007.11.003
- Nelson, D. B. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica, 59(2), 347–370. · DOI 10.2307/2938260
Madai yaliyotunzwa
Madai yamehifadhiwa katika daftari la ushahidi, kila moja ikiwa na tathmini yake.
Mwonekano huu haubuni tathmini ya dai wakati daftari haina yoyote.
Mbinu zinazohusiana
Zilizotengenezwa kutoka kwa grafu ya mbinu na kuonyeshwa kama uhusiano uliopendekezwa na mashine — hakuna dai la ushahidi linalodokezwa.