Analytical derivates of the APARCH model (Q1768382)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Analytical derivates of the APARCH model
scientific article

    Statements

    Analytical derivates of the APARCH model (English)
    0 references
    0 references
    15 March 2005
    0 references
    APARCH
    0 references
    analytical score
    0 references
    asymmetric power ARCH models
    0 references

    Identifiers