Comparison Results for GARCH Processes (Q2923429)

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Comparison Results for GARCH Processes
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    title
    Comparison Results for GARCH Processes (English)
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    author
    Fabio Bellini
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    Franco Pellerey
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    Carlo Sgarra
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    Salimeh Yasaei Sekeh
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    publication date
    15 October 2014
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    zbMATH DE Number
    6356253
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    zbMATH Keywords
    stochastic orderings
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    GARCH processes
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    multivariate convex order
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    supermodularity
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    peakedness
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    kurtosis
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    OpenAlex ID
    W1837092542
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    arXiv ID
    1204.3786
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