On dynamics of volatilities in nonstationary GARCH models (Q467000)
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scientific article; zbMATH DE number 6363268
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On dynamics of volatilities in nonstationary GARCH models |
scientific article; zbMATH DE number 6363268 |
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On dynamics of volatilities in nonstationary GARCH models (English)
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3 November 2014
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convergence in distribution
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generalized autoregressive conditional heteroskedasticity (GARCH)
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nonstationarity
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renormalization
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volatility
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0.866931140422821
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0.8219217658042908
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0.8159706592559814
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0.8062596917152405
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0.8018394112586975
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