On the stationary version of the generalized hyperbolic ARCH model (Q995800)
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scientific article; zbMATH DE number 5189164
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| English | On the stationary version of the generalized hyperbolic ARCH model |
scientific article; zbMATH DE number 5189164 |
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On the stationary version of the generalized hyperbolic ARCH model (English)
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10 September 2007
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ARCH
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EM algorithm
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generalized hyperbolic distributions
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stationary processes
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0.8298082947731018
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0.8121137022972107
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0.8001044392585754
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