Properties of moments of a family of GARCH processes (Q1302764): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 03:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of moments of a family of GARCH processes |
scientific article |
Statements
Properties of moments of a family of GARCH processes (English)
0 references
31 January 2000
0 references
conditional variance
0 references
heteroskedasticity
0 references
second-order dependence
0 references
stochastic volatility
0 references
time series
0 references
