Unobserved component models with asymmetric conditional variances (Q959303): Difference between revisions
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Revision as of 02:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unobserved component models with asymmetric conditional variances |
scientific article |
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Unobserved component models with asymmetric conditional variances (English)
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11 December 2008
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auxiliary residuals
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financial series
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GARCH
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inflation
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leverage effect
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QARCH
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structural time series models
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