Estimation of volatility using ARCH filters (Q5450019)
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scientific article; zbMATH DE number 5251002
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of volatility using ARCH filters |
scientific article; zbMATH DE number 5251002 |
Statements
19 March 2008
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0.8633309602737427
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0.8347638845443726
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0.8280559182167053
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0.8208186626434326
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0.8178259134292603
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