GARCH and irregularly spaced data (Q1929030)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6122259
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | GARCH and irregularly spaced data |
scientific article; zbMATH DE number 6122259 |
Statements
GARCH and irregularly spaced data (English)
0 references
7 January 2013
0 references
volatility
0 references
continuous time model
0 references
exact discretization
0 references
0 references
0 references
0 references
0.8956307172775269
0 references
0.8322933912277222
0 references
0.7981498837471008
0 references
0.796039879322052
0 references
0.7834353446960449
0 references
