An ARCH model without intercept (Q500477): Difference between revisions

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Property / author: Christian M. Hafner / rank
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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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Property / OpenAlex ID: W1965856644 / rank
 
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Property / cites work
 
Property / cites work: Handbook of Volatility Models and Their Applications / rank
 
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Latest revision as of 21:15, 10 July 2024

scientific article
Language Label Description Also known as
English
An ARCH model without intercept
scientific article

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    title
    An ARCH model without intercept (English)
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    author
    Arie Preminger
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    Christian M. Hafner
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    publication date
    5 October 2015
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    62F12
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    60G50
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    91B84
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    91G70
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    zbMATH DE Number
    6489243
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    zbMATH Keywords
    nonstationarity
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    volatility
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    Lyapunov exponent
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    random walk
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    OpenAlex ID
    W1965856644
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