Modelling stock returns with AR-GARCH processes (Q3645220)
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scientific article; zbMATH DE number 5633837
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| English | Modelling stock returns with AR-GARCH processes |
scientific article; zbMATH DE number 5633837 |
Statements
16 November 2009
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autoregressive process
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GARCH and EGARCH models
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conditional heteroscedastic variance
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financial log returns
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0.7915543913841248
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0.7743129730224609
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0.7603144645690918
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0.7576354742050171
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