Temporal aggregation of equity return time-series models (Q929677): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import241208061232 (talk | contribs)
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.matcom.2008.01.010 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.matcom.2008.01.010 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2101163356 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kurtosis of GARCH and stochastic volatility models with non-normal innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3847819 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5528194 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Temporal Aggregation of Garch Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implications of seeing economic variables through an aggregation window / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3960954 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Regime-Switching Model of Long-Term Stock Returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5480304 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Temporal aggregation of volatility models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameterizations and modes of stable distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of Markov switching models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4779802 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3393449 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.MATCOM.2008.01.010 / rank
 
Normal rank

Latest revision as of 08:32, 10 December 2024

scientific article
Language Label Description Also known as
English
Temporal aggregation of equity return time-series models
scientific article

    Statements

    Temporal aggregation of equity return time-series models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    18 June 2008
    0 references
    calibration points
    0 references
    equity-linked guarantees
    0 references
    GARCH model
    0 references
    log-stable distribution
    0 references
    S\&P 500 total returns
    0 references

    Identifiers