Stochastic volatility generated by product autoregressive models (Q6541506)
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scientific article; zbMATH DE number 7851119
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic volatility generated by product autoregressive models |
scientific article; zbMATH DE number 7851119 |
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Stochastic volatility generated by product autoregressive models (English)
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19 May 2024
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estimating function
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generalized gamma distribution
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product autoregressive models
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