Finite sample properties of the ARCH class of models with stochastic volatility (Q1389738)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Finite sample properties of the ARCH class of models with stochastic volatility |
scientific article |
Statements
Finite sample properties of the ARCH class of models with stochastic volatility (English)
0 references
30 June 1998
0 references
stochastic volatility
0 references
autoregressive conditional heteroskedasticity
0 references
Monte Carlo experiment
0 references
0 references