Non‐linear GARCH models for highly persistent volatility (Q5703229): Difference between revisions
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Revision as of 01:00, 4 April 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 |
Statements
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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