Contemporaneous asymmetry in GARCH processes (Q5932779)
From MaRDI portal
scientific article; zbMATH DE number 1607367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contemporaneous asymmetry in GARCH processes |
scientific article; zbMATH DE number 1607367 |
Statements
Contemporaneous asymmetry in GARCH processes (English)
0 references
14 November 2002
0 references
conditional kurtosis
0 references
GARCH
0 references
stationarity
0 references
French stock index
0 references
contemporaneous asymmetry
0 references
quasi-maximum likelihood
0 references
