Unfolded GARCH models (Q1657508)
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scientific article; zbMATH DE number 6917096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unfolded GARCH models |
scientific article; zbMATH DE number 6917096 |
Statements
Unfolded GARCH models (English)
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13 August 2018
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conditional skewness and kurtosis
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direction-of-change model
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absolute returns
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folded distribution
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copula model
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adaptive MCMC
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0.8807115
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