No label defined (Q3633248)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: scientific article; zbMATH DE number 5566166 |
scientific article; zbMATH DE number 5566166
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No label defined |
scientific article; zbMATH DE number 5566166 |
Statements
18 June 2009
0 references
option pricing
0 references
GARCH process
0 references
tempered stable distribution
0 references
volatility clustering
0 references
0.92540807
0 references
0 references
0.90660006
0 references
0.90080404
0 references
0.89421034
0 references
0.89342004
0 references
0.8916508
0 references
0.8907469
0 references
0.8851135
0 references
