Modeling the changing asymmetry of conditional variances (Q1351734): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
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 |
Revision as of 22:42, 19 March 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