Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model (Q4416012)
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scientific article; zbMATH DE number 1961107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model |
scientific article; zbMATH DE number 1961107 |
Statements
Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model (English)
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7 August 2003
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financial time series
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exponential GARCH in mean
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stochastic volatility in mean
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time-varying parameter
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