Random coefficient GARCH models (Q814261)
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scientific article; zbMATH DE number 5003695
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Random coefficient GARCH models |
scientific article; zbMATH DE number 5003695 |
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Random coefficient GARCH models (English)
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6 February 2006
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GARCH
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Stochastic volatility
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Kurtosis
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Power GARCH and general GARCH(1,1) models
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0.8779553174972534
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0.8657190203666687
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0.8113942742347717
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0.8050618767738342
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0.7967319488525391
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