The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model (Q4549742): Difference between revisions
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Revision as of 16:20, 5 March 2024
scientific article; zbMATH DE number 1790624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model |
scientific article; zbMATH DE number 1790624 |
Statements
The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model (English)
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31 October 2002
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