scientific article; zbMATH DE number 2199143
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Publication:5312871
zbMath1070.62097MaRDI QIDQ5312871
Julio Rodríguez, Esther Ruiz Ortega
Publication date: 25 August 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic volatilityGARCHlong-memoryAutocorrelations of nonlinear transformationsMcLeod-Li statistic
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)
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