Dynamic seasonality in time series (Q1615231)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic seasonality in time series |
scientific article; zbMATH DE number 6970955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic seasonality in time series |
scientific article; zbMATH DE number 6970955 |
Statements
Dynamic seasonality in time series (English)
0 references
2 November 2018
0 references
dynamic seasonality
0 references
financial time series
0 references
GARCH models
0 references
conditional heteroskedasticity
0 references
model selection
0 references
0 references
0 references
0 references