A modified GARCH model with spells of shocks (Q853870)
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scientific article; zbMATH DE number 5073762
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A modified GARCH model with spells of shocks |
scientific article; zbMATH DE number 5073762 |
Statements
A modified GARCH model with spells of shocks (English)
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17 November 2006
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stock market
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GARCH model
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volatility
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spells of positive or negative shocks
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0.7767990231513977
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0.7561430335044861
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0.7540757060050964
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0.7498851418495178
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0.7488308548927307
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