Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937)
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scientific article; zbMATH DE number 7192071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach |
scientific article; zbMATH DE number 7192071 |
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Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (English)
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22 April 2020
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GARCH models
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local stationarity
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long-range dependence
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state-space representation
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time-varying models
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