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scientific article; zbMATH DE number 1987697
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| English | No label defined |
scientific article; zbMATH DE number 1987697 |
Statements
1 October 2003
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econometrics
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financial markets
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AR(1) processes
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VARMA representations
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ARCH models
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stochastic volatility models
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present value models
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method of moments
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diffusion models
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factor models
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market indexes
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extreme risks
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0.859407901763916
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0.8460512757301331
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0.8336086273193359
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