WHY DOES THE STANDARD GARCH(1, 1) MODEL WORK WELL? (Q3500189)
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scientific article; zbMATH DE number 5283003
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| English | WHY DOES THE STANDARD GARCH(1, 1) MODEL WORK WELL? |
scientific article; zbMATH DE number 5283003 |
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WHY DOES THE STANDARD GARCH(1, 1) MODEL WORK WELL? (English)
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3 June 2008
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time series analysis
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GARCH processes
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Markov process
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0.7566485404968262
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0.7028153538703918
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0.6957051753997803
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0.6885214447975159
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