A new stochastically flexible event methodology with application to proposition 103 (Q1962830)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A new stochastically flexible event methodology with application to proposition 103
scientific article

    Statements

    A new stochastically flexible event methodology with application to proposition 103 (English)
    0 references
    0 references
    0 references
    0 references
    6 September 2000
    0 references
    dynamic market model
    0 references
    GARCH
    0 references
    proposition 103
    0 references
    ARCH
    0 references
    cumulative sums
    0 references

    Identifiers