Random coefficient GARCH models
From MaRDI portal
Publication:814261
DOI10.1016/j.mcm.2004.02.032zbMath1079.62088MaRDI QIDQ814261
Publication date: 6 February 2006
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2004.02.032
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
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