Connections between GARCH and stochastic coefficients (SC) models (Q1342657): Difference between revisions
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Revision as of 02:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Connections between GARCH and stochastic coefficients (SC) models |
scientific article |
Statements
Connections between GARCH and stochastic coefficients (SC) models (English)
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12 January 1995
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model-fitting
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generalized autoregressive conditional heteroscedasticity models
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stochastic coefficients models
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SC models
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