Missing mean does no harm to volatility! (Q529817): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / zbMATH DE Number: 6728412 / rank | |||
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misspecification | |||
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ARCH | |||
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financial returns | |||
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Revision as of 07:32, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Missing mean does no harm to volatility! |
scientific article |
Statements
Missing mean does no harm to volatility! (English)
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9 June 2017
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misspecification
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ARCH
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financial returns
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