Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848)
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English | Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches |
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Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (English)
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11 January 2007
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complexity
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GARCH/ARMA
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Stochastic-Volatility
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risk and uncertainty
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psychology
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non-linear analysis
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