Mixed exponential power asymmetric conditional heteroskedasticity (Q3574747)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5729897
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mixed exponential power asymmetric conditional heteroskedasticity |
scientific article; zbMATH DE number 5729897 |
Statements
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity (English)
0 references
2 July 2010
0 references
0.81513911485672
0 references
0.7778927087783813
0 references
0.7775988578796387
0 references
0.7671651840209961
0 references
0.7610281705856323
0 references