On a Mixture GARCH Time-Series Model (Q3440750)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Mixture GARCH Time-Series Model |
scientific article |
Statements
On a Mixture GARCH Time-Series Model (English)
0 references
29 May 2007
0 references
stationary solution
0 references
moments
0 references
covariance
0 references
heavy tails
0 references
EM-algorithm
0 references
0 references
0 references
