SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (Q4653562)

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scientific article; zbMATH DE number 2141388
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English
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
scientific article; zbMATH DE number 2141388

    Statements

    title
    SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (English)
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    author
    Yuanhua Feng
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    publication date
    7 March 2005
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    zbMATH Keywords
    time series
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    simulations
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G05
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    62G20
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    62P05
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    62G08
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    zbMATH DE Number
    2141388
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