Generalized autoregressive conditional heteroskedasticity (Q128861)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized autoregressive conditional heteroskedasticity |
scientific article |
Statements
31
0 references
3
0 references
307-327
0 references
April 1986
0 references
