Comparison Results for GARCH Processes (Q2923429): Difference between revisions
From MaRDI portal
Latest revision as of 03:44, 9 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Comparison Results for GARCH Processes |
scientific article |
Statements
Comparison Results for GARCH Processes (English)
0 references
15 October 2014
0 references
stochastic orderings
0 references
GARCH processes
0 references
multivariate convex order
0 references
supermodularity
0 references
peakedness
0 references
kurtosis
0 references
0 references