Arch model with Box-Cox transformed dependent variable (Q1593723)
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scientific article; zbMATH DE number 1556857
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| English | Arch model with Box-Cox transformed dependent variable |
scientific article; zbMATH DE number 1556857 |
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Arch model with Box-Cox transformed dependent variable (English)
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18 February 2002
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Garch model
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extended BCGARCH model
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Box-Cox power transformation
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Lagrange multiplier
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ARCH model
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0.8294919729232788
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0.8219736814498901
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0.7993440628051758
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0.7922735810279846
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0.7877828478813171
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