Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation

It is well known in the literature that obtaining the parameter estimates for the Smooth Transition Autoregressive-Generalized Autoregressive Conditional Heteroskedasticity (STAR-GARCH) can be problematic due to computational difficulties. Conventional optimization algorithms do not seem to perform...

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Bibliographic Details
Main Authors: Chan, Felix, Theoharakis, Billy
Format: Journal Article
Published: Elsevier Science 2011
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/30859