The \(\log\) GARCH stochastic volatility model (Q6606004)
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scientific article; zbMATH DE number 7913921
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| English | The \(\log\) GARCH stochastic volatility model |
scientific article; zbMATH DE number 7913921 |
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The \(\log\) GARCH stochastic volatility model (English)
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16 September 2024
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\(\log\) GARCH model
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stochastic volatility model
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stationarity
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higher-order moments
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particle filtering
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EM algorithm
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