An ARCH model without intercept (Q500477): Difference between revisions
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| Property / author: Christian M. Hafner / rank | |||
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| Property / zbMATH DE Number: 6489243 / rank | |||
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nonstationarity | |||
| Property / zbMATH Keywords: nonstationarity / rank | |||
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volatility | |||
| Property / zbMATH Keywords: volatility / rank | |||
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Lyapunov exponent | |||
| Property / zbMATH Keywords: Lyapunov exponent / rank | |||
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random walk | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2015.01.029 / rank | |||
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Revision as of 01:35, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An ARCH model without intercept |
scientific article |
Statements
An ARCH model without intercept (English)
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5 October 2015
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nonstationarity
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volatility
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Lyapunov exponent
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random walk
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