Volatility Components, Affine Restrictions, and Nonnormal Innovations (Q3063001): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 09:31, 5 March 2024

scientific article
Language Label Description Also known as
English
Volatility Components, Affine Restrictions, and Nonnormal Innovations
scientific article

    Statements

    Volatility Components, Affine Restrictions, and Nonnormal Innovations (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    30 December 2010
    0 references
    affine
    0 references
    component model
    0 references
    generalized autoregressive conditional heteroscedasticity
    0 references
    long memory
    0 references
    normality
    0 references
    option valuation
    0 references
    volatility
    0 references

    Identifiers