Modelling financial time series with SEMIFAR GARCH model (Q5432709): Difference between revisions
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Revision as of 23:49, 14 February 2024
scientific article; zbMATH DE number 5221269
| Language | Label | Description | Also known as |
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| English | Modelling financial time series with SEMIFAR GARCH model |
scientific article; zbMATH DE number 5221269 |
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Modelling financial time series with SEMIFAR GARCH model (English)
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18 December 2007
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financial time series
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GARCH model
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SEMIFAR model
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parameter estimation
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kernel estimation
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asymptotic property
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