Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods

Mathematics

• Quasi-maximum Likelihood 85%
• Innovation 67%
• Scale Parameter 66%
• Likelihood Function 64%
• Maximum Likelihood Estimation 60%
• Likelihood 55%
• Heavy Tails 38%
• Asymptotic Efficiency 38%
• Estimator 38%
• Misspecification 37%
• Moment Conditions 37%
• Inconsistent 34%
• Numerical Study 31%
• Unknown Parameters 30%
• Tail 28%
• Maximum Likelihood Estimator 28%
• Alternatives 19%
• Family 15%

Business & Economics

• Quasi-maximum Likelihood Estimation 100%
• GARCH Model 66%
• Estimator 25%
• Innovation 24%
• Quasi-maximum Likelihood 23%
• Asymptotic Efficiency 23%
• Moment Conditions 21%
• Heavy Tails 20%
• Maximum Likelihood Estimator 19%
• Misspecification 18%
• Alternatives 7%

Social Sciences

• efficiency 45%
• innovation 41%
• trend 15%