The JLS model with ARMA/GARCH errors (Q4597483)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The JLS model with ARMA/GARCH errors |
scientific article; zbMATH DE number 6817981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The JLS model with ARMA/GARCH errors |
scientific article; zbMATH DE number 6817981 |
Statements
The JLS model with ARMA/GARCH errors (English)
0 references
13 December 2017
0 references
graph operations
0 references
hierarchical diamond lattice
0 references
JLS model
0 references
financial bubbles and crashes
0 references
ARMA/GARCH errors
0 references
