Moving average conditional heteroskedastic processes (Q1352226): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:06, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving average conditional heteroskedastic processes |
scientific article |
Statements
Moving average conditional heteroskedastic processes (English)
0 references
27 February 1997
0 references
Time series
0 references
Volatility
0 references
Conditional variance
0 references
C32
0 references
