Moving average conditional heteroskedastic processes (Q1352226): Difference between revisions
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| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
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| Property / cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank | |||
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Latest revision as of 11:13, 27 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving average conditional heteroskedastic processes |
scientific article |
Statements
Moving average conditional heteroskedastic processes (English)
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27 February 1997
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Time series
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Volatility
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Conditional variance
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C32
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