Properties of moments of a family of GARCH processes (Q1302764): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:21, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Properties of moments of a family of GARCH processes |
scientific article |
Statements
Properties of moments of a family of GARCH processes (English)
0 references
31 January 2000
0 references
conditional variance
0 references
heteroskedasticity
0 references
second-order dependence
0 references
stochastic volatility
0 references
time series
0 references