Varying Coefficient GARCH Models (Q3646953)
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scientific article; zbMATH DE number 5640034
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Varying Coefficient GARCH Models |
scientific article; zbMATH DE number 5640034 |
Statements
Varying Coefficient GARCH Models (English)
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27 November 2009
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locally adaptive volatility
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conditional heteroscedasticity
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nonparametric estimation
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global parametric model
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smooth transition model
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0.9022889
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0.8977938
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0.8962011
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0.8947945
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0.89338964
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0.8933788
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