On a Mixture GARCH Time-Series Model (Q3440750): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Zhi-Qiang Zhang / rank | |||
Property / author | |||
Property / author: Kam-Chuen Yuen / rank | |||
Revision as of 11:35, 21 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On a Mixture GARCH Time-Series Model |
scientific article |
Statements
On a Mixture GARCH Time-Series Model (English)
0 references
29 May 2007
0 references
stationary solution
0 references
moments
0 references
covariance
0 references
heavy tails
0 references
EM-algorithm
0 references