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scientific article; zbMATH DE number 2199143
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scientific article; zbMATH DE number 2199143

    Statements

    author
    Julio Rodríguez
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    Esther Ruiz Ortega
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    publication date
    25 August 2005
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    zbMATH Keywords
    Autocorrelations of nonlinear transformations
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    GARCH
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    long-memory
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    McLeod-Li statistic
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    stochastic volatility
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62E20
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    62M10
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    62H15
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    65C05
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    zbMATH DE Number
    2199143
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