Modeling the changing asymmetry of conditional variances (Q1351734)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the changing asymmetry of conditional variances |
scientific article |
Statements
Modeling the changing asymmetry of conditional variances (English)
0 references
27 February 1997
0 references
Asymmetric variance
0 references
Conditional heteroskedasticity
0 references
