Arch model with Box-Cox transformed dependent variable (Q1593723)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arch model with Box-Cox transformed dependent variable |
scientific article |
Statements
Arch model with Box-Cox transformed dependent variable (English)
0 references
18 February 2002
0 references
Garch model
0 references
extended BCGARCH model
0 references
Box-Cox power transformation
0 references
Lagrange multiplier
0 references
ARCH model
0 references
0 references
0 references
