Likelihood-Based Estimation of Latent Generalized ARCH Structures (Q5475052): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 03:57, 7 March 2024
scientific article; zbMATH DE number 5032939
Language | Label | Description | Also known as |
---|---|---|---|
English | Likelihood-Based Estimation of Latent Generalized ARCH Structures |
scientific article; zbMATH DE number 5032939 |
Statements
Likelihood-Based Estimation of Latent Generalized ARCH Structures (English)
0 references
16 June 2006
0 references
volatility
0 references
factor models
0 references
dynamic heteroscedasticity
0 references