Pages that link to "Item:Q2149183"

From MaRDI portal

← Nonstationary generalised autoregressive conditional heteroskedasticity modelling for fitting higher order moments of financial series within moving time windows (Q2149183)

Jump to:navigation, search

The following pages link to Nonstationary generalised autoregressive conditional heteroskedasticity modelling for fitting higher order moments of financial series within moving time windows (Q2149183):

Displayed 1 item.

Ai algorithms for fitting GARCH parameters to empirical financial data (Q2162984) ‎ (← links)

Retrieved from "https://portal.mardi4nfdi.de/wiki/Special:WhatLinksHere"