Connections between GARCH and stochastic coefficients (SC) models
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Publication:1342657
DOI10.1016/0165-1765(94)90070-1zbMath0807.62099OpenAlexW2042633138WikidataQ127176504 ScholiaQ127176504MaRDI QIDQ1342657
George S. Tavlas, P. A. V. B. Swamy
Publication date: 12 January 1995
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(94)90070-1
generalized autoregressive conditional heteroscedasticity modelsmodel-fittingSC modelsstochastic coefficients models
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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