An ARCH model without intercept (Q500477)

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An ARCH model without intercept
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    title
    An ARCH model without intercept (English)
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    author
    Christian M. Hafner
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    Arie Preminger
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    Christian M. Hafner
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    publication date
    5 October 2015
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    62F12
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    60G50
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    91B84
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    91G70
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    zbMATH DE Number
    6489243
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    zbMATH Keywords
    nonstationarity
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    volatility
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    Lyapunov exponent
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    random walk
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