The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (Q1293814): Difference between revisions
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Revision as of 03:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean |
scientific article |
Statements
The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (English)
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16 August 1999
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Generalized autoregressive conditional heteroskedasticity (GARCH)
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Feynman Kac integral
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Ito process
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Conditional variance
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Transition probability
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