An Introduction to Univariate GARCH Models (Q3646947)
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scientific article; zbMATH DE number 5640028
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An Introduction to Univariate GARCH Models |
scientific article; zbMATH DE number 5640028 |
Statements
An Introduction to Univariate GARCH Models (English)
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27 November 2009
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generalized ARCH models
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Markov switching
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semiparametric models
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nonparametric models
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threshold GARCH models
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0.8286129832267761
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0.8203245997428894
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0.8075352311134338
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0.7994439005851746
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0.7967113256454468
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