On the ARCH model with stationary liquidity
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Publication:2227202
DOI10.1007/S00184-020-00779-XzbMATH Open1473.62318OpenAlexW3037387898MaRDI QIDQ2227202FDOQ2227202
Authors: Marko Voutilainen, Pauliina Ilmonen, Soledad Torres, Ciprian A. Tudor, Lauri Viitasaari 
Publication date: 10 February 2021
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-020-00779-x
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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