Nonstationary nonlinear heteroskedasticity. (Q1858976)
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scientific article; zbMATH DE number 1869230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary nonlinear heteroskedasticity. |
scientific article; zbMATH DE number 1869230 |
Statements
Nonstationary nonlinear heteroskedasticity. (English)
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17 February 2003
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conditional heteroskedasticity
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ARCH
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nonstationarity
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nonlinearity
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volatility clustering
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leptokurtosis
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