Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866)
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scientific article; zbMATH DE number 5588324
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| English | Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes |
scientific article; zbMATH DE number 5588324 |
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Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (English)
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29 July 2009
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0.8486703634262085
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0.825878918170929
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0.8226892352104187
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0.7628164291381836
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