Weak convergence and distributional assumptions for a general class of nonliner arch models (Q4355166)
From MaRDI portal
scientific article; zbMATH DE number 1062705
Language | Label | Description | Also known as |
---|---|---|---|
English | Weak convergence and distributional assumptions for a general class of nonliner arch models |
scientific article; zbMATH DE number 1062705 |
Statements
Weak convergence and distributional assumptions for a general class of nonliner arch models (English)
0 references
6 October 1998
0 references
generalized Student's t distribution
0 references
ARCH models
0 references
Box-Cox power transform
0 references
stochastic volatility
0 references
stationary distribution
0 references
0 references
0 references
0 references