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scientific article; zbMATH DE number 1984173
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scientific article; zbMATH DE number 1984173

    Statements

    author
    Stavros Degiannakis
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    Evdokia Xekalaki
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    publication date
    22 September 2003
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    Mathematics Subject Classification ID
    62P05
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    62M10
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    91B28
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    91B84
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    zbMATH DE Number
    1984173
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    zbMATH Keywords
    ARCH models
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    forecast volatility
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    model selection
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    predictability
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    correlated gamma ratio distribution
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