Kurtosis of fuzzy coefficient GARCH models

MaRDI QIDQ5454892zbMATH OpenFDO

Authors K. Thiagarajah

Publication date 3 April 2008

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Fuzzy coefficient volatility (FCV) models with applications

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