A model for level induced conditional heteroskedasticity (Q1726803)
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scientific article; zbMATH DE number 7026254
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A model for level induced conditional heteroskedasticity |
scientific article; zbMATH DE number 7026254 |
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A model for level induced conditional heteroskedasticity (English)
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20 February 2019
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conditional heteroskedasticity
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GARCH
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\(\beta\)-mixing
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nonlinear time series
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0.8109176158905029
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0.7841361165046692
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0.783947229385376
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0.783947229385376
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