Moving average conditional heteroskedastic processes (Q1352226): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Generalized autoregressive conditional heteroscedasticity / 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: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0165-1765(95)00708-n / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2086266731 / rank | |||
Normal rank | |||
Latest revision as of 10:08, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving average conditional heteroskedastic processes |
scientific article |
Statements
Moving average conditional heteroskedastic processes (English)
0 references
27 February 1997
0 references
Time series
0 references
Volatility
0 references
Conditional variance
0 references
C32
0 references
