Weak convergence and distributional assumptions for a general class of nonliner arch models (Q4355166)

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scientific article; zbMATH DE number 1062705
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Weak convergence and distributional assumptions for a general class of nonliner arch models
scientific article; zbMATH DE number 1062705

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    Weak convergence and distributional assumptions for a general class of nonliner arch models (English)
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    6 October 1998
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    generalized Student's t distribution
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    ARCH models
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    Box-Cox power transform
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    stochastic volatility
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    stationary distribution
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