RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606)
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scientific article; zbMATH DE number 6975572
Language | Label | Description | Also known as |
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English | RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS |
scientific article; zbMATH DE number 6975572 |
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RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (English)
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9 November 2018
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volatilities
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GARCH models
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Lyapunov exponent
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Brownian motion
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