No label defined (Q4458419)
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scientific article; zbMATH DE number 2060189
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|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 2060189 |
Statements
17 March 2004
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GARCH
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EGARCH
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CHARMA
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stochastic volatility
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asymmetry
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autocorrelation of squares
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kurtosis
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robust procedures
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0.8773942589759827
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0.8276816606521606
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0.8177936673164368
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0.8176870942115784
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