RCA model with quadratic GARCH innovation distribution (Q452958): Difference between revisions
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| Property / author: D. Rodríguez-Gómez / rank | |||
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B82 / rank | |||
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| Property / zbMATH DE Number: 6083651 / rank | |||
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fat tailed innovation distribution | |||
| Property / zbMATH Keywords: fat tailed innovation distribution / rank | |||
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GARCH model | |||
| Property / zbMATH Keywords: GARCH model / rank | |||
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kurtosis | |||
| Property / zbMATH Keywords: kurtosis / rank | |||
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random coefficient autoregressive model | |||
| Property / zbMATH Keywords: random coefficient autoregressive model / rank | |||
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variance | |||
| Property / zbMATH Keywords: variance / rank | |||
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Revision as of 10:52, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RCA model with quadratic GARCH innovation distribution |
scientific article |
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RCA model with quadratic GARCH innovation distribution (English)
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18 September 2012
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fat tailed innovation distribution
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GARCH model
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kurtosis
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random coefficient autoregressive model
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variance
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