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scientific article; zbMATH DE number 1944323
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1944323 |
Statements
15 December 2003
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ARCH
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GARCH
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IGARCH
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persistence in variance
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mixing
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sample autocorrelation function
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long-range dependence
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0.8312898278236389
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0.8086858987808228
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0.8050678372383118
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0.7945624589920044
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0.781926691532135
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