Arch model with Box-Cox transformed dependent variable (Q1593723)
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scientific article; zbMATH DE number 1556857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arch model with Box-Cox transformed dependent variable |
scientific article; zbMATH DE number 1556857 |
Statements
Arch model with Box-Cox transformed dependent variable (English)
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18 February 2002
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Garch model
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extended BCGARCH model
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Box-Cox power transformation
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Lagrange multiplier
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ARCH model
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