Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866): Difference between revisions
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Revision as of 06:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes |
scientific article |
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Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (English)
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29 July 2009
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