Dynamic seasonality in time series (Q1615231)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Dynamic seasonality in time series
scientific article

    Statements

    Dynamic seasonality in time series (English)
    0 references
    0 references
    0 references
    2 November 2018
    0 references
    dynamic seasonality
    0 references
    financial time series
    0 references
    GARCH models
    0 references
    conditional heteroskedasticity
    0 references
    model selection
    0 references

    Identifiers