Connections between GARCH and stochastic coefficients (SC) models (Q1342657)
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scientific article; zbMATH DE number 710954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Connections between GARCH and stochastic coefficients (SC) models |
scientific article; zbMATH DE number 710954 |
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Connections between GARCH and stochastic coefficients (SC) models (English)
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12 January 1995
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model-fitting
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generalized autoregressive conditional heteroscedasticity models
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stochastic coefficients models
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SC models
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