GARCH density and functional forecasts (Q6108262): Difference between revisions

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Latest revision as of 13:57, 1 August 2024

scientific article; zbMATH DE number 7704461
Language Label Description Also known as
English
GARCH density and functional forecasts
scientific article; zbMATH DE number 7704461

    Statements

    GARCH density and functional forecasts (English)
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    29 June 2023
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    GJR GARCH(1, 1)
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    prediction density
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    functionals
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    value at risk
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    expected shortfall
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