Aggregation of the random coefficient GLARCH(1,1) process (Q3557547)
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scientific article; zbMATH DE number 5700362
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| English | Aggregation of the random coefficient GLARCH(1,1) process |
scientific article; zbMATH DE number 5700362 |
Statements
AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (English)
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23 April 2010
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0.8532400727272034
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0.8474427461624146
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0.842720627784729
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0.8311669230461121
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0.8201954960823059
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