Generalized autoregressive moving average models with GARCH errors (Q5030955)
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scientific article; zbMATH DE number 7476230
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Generalized autoregressive moving average models with GARCH errors |
scientific article; zbMATH DE number 7476230 |
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Generalized autoregressive moving average models with GARCH errors (English)
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18 February 2022
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generalized ARMA model
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GARMA-GARCH model
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non-negative time series
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proportional time series
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realized volatility
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stock returns
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0.8672441840171814
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0.8509448170661926
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