The JLS model with ARMA/GARCH errors (Q4597483)
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scientific article; zbMATH DE number 6817981
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The JLS model with ARMA/GARCH errors |
scientific article; zbMATH DE number 6817981 |
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The JLS model with ARMA/GARCH errors (English)
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13 December 2017
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graph operations
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hierarchical diamond lattice
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JLS model
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financial bubbles and crashes
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ARMA/GARCH errors
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0.7832784056663513
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0.7547977566719055
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0.7249290347099304
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0.7246290445327759
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0.7114785313606262
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