Analytical derivates of the APARCH model (Q1768382)
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scientific article; zbMATH DE number 2145918
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Analytical derivates of the APARCH model |
scientific article; zbMATH DE number 2145918 |
Statements
Analytical derivates of the APARCH model (English)
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15 March 2005
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APARCH
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analytical score
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asymmetric power ARCH models
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0.7968469858169556
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0.7953823804855347
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0.7705493569374084
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0.7635378837585449
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0.7605450749397278
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