Doubly stochastic models with GARCH innovations (Q654181)
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scientific article; zbMATH DE number 5992256
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| English | Doubly stochastic models with GARCH innovations |
scientific article; zbMATH DE number 5992256 |
Statements
Doubly stochastic models with GARCH innovations (English)
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28 December 2011
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moments
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kurtosis
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doubly stochastic models
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GARCH models
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0.9156872034072876
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0.9134028553962708
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0.793219804763794
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0.7746375203132629
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