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scientific article; zbMATH DE number 1839589
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scientific article; zbMATH DE number 1839589

    Statements

    author
    Haibo Yang
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    Jun Ye
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    publication date
    2002
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    zbMATH Keywords
    ARCH models
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    ASDARCH
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    APARCH
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    diffusion process
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91B84
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    60J60
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    62P20
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    62M10
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    zbMATH DE Number
    1839589
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