RCA models with GARCH innovations (Q1027477)
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scientific article; zbMATH DE number 5571349
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | RCA models with GARCH innovations |
scientific article; zbMATH DE number 5571349 |
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RCA models with GARCH innovations (English)
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29 June 2009
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GARCH processes
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RCA models
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non-normal
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time varying volatility
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kurtosis
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0.9297818
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0.8618089
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0.8578768
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0.85246897
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