Characterizing heteroskedasticity (Q2866366)
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scientific article; zbMATH DE number 6238213
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Characterizing heteroskedasticity |
scientific article; zbMATH DE number 6238213 |
Statements
Characterizing heteroskedasticity (English)
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13 December 2013
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heteroskedasticity
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volatility modelling
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long memory
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heterogeneity of agents
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0.7469190359115601
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0.7328009605407715
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0.7317155003547668
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0.7218968272209167
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0.7106083035469055
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