Random coefficient GARCH models (Q814261)

From MaRDI portal
Revision as of 09:58, 24 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Random coefficient GARCH models
scientific article

    Statements

    title
    Random coefficient GARCH models (English)
    0 references
    author
    N. E. Zubov
    0 references
    publication date
    6 February 2006
    0 references
    zbMATH Keywords
    GARCH
    0 references
    Stochastic volatility
    0 references
    Kurtosis
    0 references
    Power GARCH and general GARCH(1,1) models
    0 references

    Identifiers

    zbMATH DE Number
    5003695
    0 references
    OpenAlex ID
    W2056414233
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q814261&oldid=34860769"
    Powered by MediaWiki