The second moment and the autocovariance function of the squared errors of the GARCH model (Q1305661): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Modeling volatility persistence of speculative returns: a new approach / 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: Q5445942 / rank | |||
Normal rank | |||
Latest revision as of 08:15, 29 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The second moment and the autocovariance function of the squared errors of the GARCH model |
scientific article |
Statements
The second moment and the autocovariance function of the squared errors of the GARCH model (English)
0 references
1999
0 references
Autocovariance
0 references
GARCH model
0 references
N-component
0 references
Fourth moment
0 references
