Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848)

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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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