Mixed GARCH-jump models with generalized error distribution for assets returns (Q3098447)
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: Mixed GARCH-jump models with generalized error distribution for assets returns |
scientific article; zbMATH DE number 5973732
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mixed GARCH-jump models with generalized error distribution for assets returns |
scientific article; zbMATH DE number 5973732 |
Statements
17 November 2011
0 references
DJIA
0 references
GARJI
0 references
GED
0 references
jump intensity
0 references
normal distributions
0 references
0.7897427082061768
0 references
0.7309397459030151
0 references
0.7254784107208252
0 references
0.723986029624939
0 references
