A component GARCH model with time varying weights (Q3574741)
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scientific article; zbMATH DE number 5729889
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A component GARCH model with time varying weights |
scientific article; zbMATH DE number 5729889 |
Statements
A Component GARCH Model with Time Varying Weights (English)
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2 July 2010
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0.7966143488883972
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0.7903218269348145
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0.785214364528656
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0.7709285616874695
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0.7703800201416016
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