Tree-structured generalized autoregressive conditional heteroscedastic models (Q2773205)
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 1709344
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tree-structured generalized autoregressive conditional heteroscedastic models |
scientific article; zbMATH DE number 1709344 |
Statements
10 June 2002
0 references
conditional variance
0 references
generalized autoregressive conditional heteroscedastic model
0 references
maximum likelihood
0 references
threshold model
0 references
tree model
0 references
volatility
0 references
financial time series
0 references
Tree-structured generalized autoregressive conditional heteroscedastic models (English)
0 references
0.8418330550193787
0 references
0.7969251275062561
0 references
0.7951714396476746
0 references
0.785622239112854
0 references
0.7767071723937988
0 references
