Prediction of \(\alpha\)-stable GARCH and ARMA-GARCH-M models (Q4687646)
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scientific article; zbMATH DE number 6952638
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| English | Prediction of \(\alpha\)-stable GARCH and ARMA-GARCH-M models |
scientific article; zbMATH DE number 6952638 |
Statements
Prediction of <i>α</i>‐stable GARCH and ARMA‐GARCH‐M models (English)
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12 October 2018
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conditional expectation
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volatility
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autoregressive conditional heteroskedasticity
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autoregressive moving average
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stock market
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wind speed
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0.7931806445121765
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0.7873824238777161
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0.7872713208198547
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0.7550092935562134
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0.7501845359802246
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