Aggregation in ARCH models (Q1873237): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:51, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation in ARCH models |
scientific article |
Statements
Aggregation in ARCH models (English)
0 references
19 May 2003
0 references
ARCH models
0 references
aggregation
0 references
GARCH(1,1) model
0 references
random coefficients
0 references
