On the ARCH model with stationary liquidity (Q2227202)
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scientific article; zbMATH DE number 7308649
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| English | On the ARCH model with stationary liquidity |
scientific article; zbMATH DE number 7308649 |
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On the ARCH model with stationary liquidity (English)
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10 February 2021
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ARCH model
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stationarity
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estimation
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consistency
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0.8282907605171204
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0.7811877727508545
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0.7801995873451233
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0.7689223885536194
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0.7681088447570801
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