Kurtosis of fuzzy coefficient GARCH models

zbMATH Open1134.62063MaRDI QIDQ5454892FDOQ5454892

Authors: K. Thiagarajah 

Publication date: 3 April 2008

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Mathematics Subject Classification ID

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

Cited In (1)

• Fuzzy coefficient volatility (FCV) models with applications

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