A note on integrated periodic \textit{GARCH} processes (Q2452884)
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scientific article; zbMATH DE number 6301101
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on integrated periodic \textit{GARCH} processes |
scientific article; zbMATH DE number 6301101 |
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A note on integrated periodic \textit{GARCH} processes (English)
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5 June 2014
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periodic \textit{GARCH} processes
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strict periodic stationarity
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integrated periodic \textit{GARCH} processes
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0.8817488551139832
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0.8581622242927551
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0.8459922075271606
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0.845060408115387
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0.8213096261024475
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