NIG-GARCH models based on open, close, high and low prices (Q3376014)
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scientific article; zbMATH DE number 5013213
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| English | NIG-GARCH models based on open, close, high and low prices |
scientific article; zbMATH DE number 5013213 |
Statements
17 March 2006
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normal inverse Gaussian distribution
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volatility
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financial return
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0.7529472708702087
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0.7396018505096436
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0.7392457127571106
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0.7367438673973083
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