On the threshold hyperbolic GARCH models (Q647173)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the threshold hyperbolic GARCH models |
scientific article; zbMATH DE number 5983889
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the threshold hyperbolic GARCH models |
scientific article; zbMATH DE number 5983889 |
Statements
On the threshold hyperbolic GARCH models (English)
0 references
1 December 2011
0 references
hyperbolic GARCH model
0 references
long memory
0 references
threshold model
0 references
volatility
0 references
0.8111521601676941
0 references
0.7969986796379089
0 references
0.7936499714851379
0 references
0.7922996282577515
0 references
0.7786203026771545
0 references
