Imposing stationarity constraints on the parameters of ARCH and GARCH models (Q3572040)
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scientific article; zbMATH DE number 5728764
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| English | Imposing stationarity constraints on the parameters of ARCH and GARCH models |
scientific article; zbMATH DE number 5728764 |
Statements
Imposing stationarity constraints on the parameters of ARCH and GARCH models (English)
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30 June 2010
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0.7867882251739502
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0.776785135269165
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0.7681571841239929
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0.7582144141197205
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0.7544064521789551
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