GARCH-type Models with Generalized Secant Hyperbolic Innovations (Q3368338)
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scientific article; zbMATH DE number 5002391
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| English | GARCH-type Models with Generalized Secant Hyperbolic Innovations |
scientific article; zbMATH DE number 5002391 |
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GARCH-type Models with Generalized Secant Hyperbolic Innovations (English)
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27 January 2006
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generalized secant hyperbolic distribution
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time series returns
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asymmetric power ARCH (APARCH) model
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0.7915818095207214
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0.7683266997337341
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0.7674677968025208
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0.7671190500259399
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0.7670109868049622
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