DOI10.1002/pamm.200810769zbMath1394.62124OpenAlexW2094230254MaRDI QIDQ4582483
Matthias Wächter, A. Nawroth, Joachim Peinke
Publication date: 23 August 2018 Published in: PAMM (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1002/pamm.200810769
Mathematics Subject Classification ID
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
