Combining estimating functions for volatility (Q999000): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jspi.2008.07.014 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JSPI.2008.07.014 / rank | |||
Normal rank | |||
Latest revision as of 03:13, 28 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combining estimating functions for volatility |
scientific article |
Statements
Combining estimating functions for volatility (English)
0 references
30 January 2009
0 references
AR-GARCH
0 references
RCA
0 references
volatility
0 references
combined estimating function
0 references
autoregressive processes
0 references
0 references
