An ARCH model without intercept (Q500477)

From MaRDI portal
Revision as of 01:35, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
An ARCH model without intercept
scientific article

    Statements

    title
    An ARCH model without intercept (English)
    0 references
    author
    Arie Preminger
    0 references
    Christian M. Hafner
    0 references
    publication date
    5 October 2015
    0 references
    Mathematics Subject Classification ID
    62P20
    0 references
    62M10
    0 references
    62F12
    0 references
    60G50
    0 references
    91B84
    0 references
    91G70
    0 references
    zbMATH DE Number
    6489243
    0 references
    zbMATH Keywords
    nonstationarity
    0 references
    volatility
    0 references
    Lyapunov exponent
    0 references
    random walk
    0 references
    OpenAlex ID
    W1965856644
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q500477&oldid=32616986"
    Powered by MediaWiki