Non‐linear GARCH models for highly persistent volatility (Q5703229): Difference between revisions
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| Property / DOI: 10.1111/j.1368-423X.2005.00163.x / rank | |||
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Latest revision as of 17:23, 30 December 2024
scientific article; zbMATH DE number 2226301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐linear GARCH models for highly persistent volatility |
scientific article; zbMATH DE number 2226301 |
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Non‐linear GARCH models for highly persistent volatility (English)
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8 November 2005
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nonlinearity
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GARCH
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stationarity
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Markov chain
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