Estimation in real data set by Split-ARCH model

DOI10.2298/FIL0702133SzbMath1164.62056MaRDI QIDQ5452454

Vladica S. Stojanović, Biljana Č. Popović

Publication date: 4 April 2008

Published in: Filomat (Search for Journal in Brave)

zbMATH Keywords

extrapolationstationarityvolatility

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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