Comparison Results for GARCH Processes (Q2923429): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Importer (talk | contribs)
Changed an Item
Property / arXiv ID
 
Property / arXiv ID: 1204.3786 / rank
 
Normal rank

Revision as of 10:55, 19 April 2024

scientific article
Language Label Description Also known as
English
Comparison Results for GARCH Processes
scientific article

    Statements

    Comparison Results for GARCH Processes (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    15 October 2014
    0 references
    0 references
    stochastic orderings
    0 references
    GARCH processes
    0 references
    multivariate convex order
    0 references
    supermodularity
    0 references
    peakedness
    0 references
    kurtosis
    0 references
    0 references
    0 references