Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300)

From MaRDI portal
Revision as of 21:41, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Functional Generalized Autoregressive Conditional Heteroskedasticity
scientific article

    Statements

    title
    Functional Generalized Autoregressive Conditional Heteroskedasticity (English)
    0 references
    author
    Alexander Aue
    0 references
    Lajos Horváth
    0 references
    Daniel F. Pellatt
    0 references
    publication date
    12 January 2017
    0 references
    zbMATH Keywords
    econometrics
    0 references
    financial time series
    0 references
    functional data
    0 references
    GARCH processes
    0 references
    stationary solutions
    0 references

    Identifiers

    DOI
    10.1111/jtsa.12192
    0 references
    Mathematics Subject Classification ID
    62M10
    0 references
    62P20
    0 references
    91B84
    0 references
    zbMATH DE Number
    6674203
    0 references
    OpenAlex ID
    W2167467896
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2954300&oldid=32023217"
    Powered by MediaWiki