Contemporaneous asymmetry in GARCH processes (Q5932779): Difference between revisions
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scientific article; zbMATH DE number 1607367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contemporaneous asymmetry in GARCH processes |
scientific article; zbMATH DE number 1607367 |
Statements
Contemporaneous asymmetry in GARCH processes (English)
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14 November 2002
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conditional kurtosis
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GARCH
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stationarity
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French stock index
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contemporaneous asymmetry
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quasi-maximum likelihood
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