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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| 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)
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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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0.8245003819465637
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0.7981001734733582
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0.79666668176651
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