NIG-GARCH models based on open, close, high and low prices (Q3376014)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5013213
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | NIG-GARCH models based on open, close, high and low prices |
scientific article; zbMATH DE number 5013213 |
Statements
17 March 2006
0 references
normal inverse Gaussian distribution
0 references
volatility
0 references
financial return
0 references
0.7529472708702087
0 references
0.7396018505096436
0 references
0.7392457127571106
0 references
0.7367438673973083
0 references
0.7339378595352173
0 references
