RCA models: joint prediction of mean and volatility (Q1950658)
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scientific article; zbMATH DE number 6162702
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | RCA models: joint prediction of mean and volatility |
scientific article; zbMATH DE number 6162702 |
Statements
RCA models: joint prediction of mean and volatility (English)
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13 May 2013
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financial data
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random coefficient autoregressions
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recursive estimation
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spectral density
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squared process
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0.8117814660072327
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0.8040705323219299
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0.7797266244888306
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0.7710806131362915
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0.7641721963882446
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