Modeling the changing asymmetry of conditional variances (Q1351734): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0165-1765(95)00736-9 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2044762510 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: ARCH modeling in finance. A review of the theory and empirical evidence / 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 / cites work | |||
Property / cites work: Threshold heteroskedastic models / rank | |||
Normal rank |
Latest revision as of 11:11, 27 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling the changing asymmetry of conditional variances |
scientific article |
Statements
Modeling the changing asymmetry of conditional variances (English)
0 references
27 February 1997
0 references
Asymmetric variance
0 references
Conditional heteroskedasticity
0 references
0 references