Mode Identification of Volatility in Time-Varying Autoregression (Q4648567)
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scientific article; zbMATH DE number 6104688
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mode Identification of Volatility in Time-Varying Autoregression |
scientific article; zbMATH DE number 6104688 |
Statements
Mode Identification of Volatility in Time-Varying Autoregression (English)
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9 November 2012
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local stationarity
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modality
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time series
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0.8962075
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0.8791901
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0.8736992
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0.87340236
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0.8665929
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0.8621877
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