Heteroscedastic modelling via the autoregressive conditional variance subspace (Q2925554)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Heteroscedastic modelling via the autoregressive conditional variance subspace |
scientific article; zbMATH DE number 6357243
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Heteroscedastic modelling via the autoregressive conditional variance subspace |
scientific article; zbMATH DE number 6357243 |
Statements
Heteroscedastic modelling via the autoregressive conditional variance subspace (English)
0 references
16 October 2014
0 references
autoregressive central variance subspace
0 references
autoregressive conditional heteroscedasticity
0 references
financial time series
0 references
kernel method
0 references
modified information criterion
0 references
0 references
0 references
0 references
0.9145014
0 references
0.90855086
0 references
0.9063938
0 references
0.89697397
0 references
0.89438057
0 references
