Aggregation in ARCH models (Q1873237)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation in ARCH models |
scientific article |
Statements
Aggregation in ARCH models (English)
0 references
19 May 2003
0 references
ARCH models
0 references
aggregation
0 references
GARCH(1,1) model
0 references
random coefficients
0 references
