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Aggregation in ARCH models - MaRDI portal

Aggregation in ARCH models (Q1873237)

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scientific article; zbMATH DE number 1912601
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English
Aggregation in ARCH models
scientific article; zbMATH DE number 1912601

    Statements

    title
    Aggregation in ARCH models (English)
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    author
    Remigijus Leipus
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    Marie-Claude Viano
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    publication date
    19 May 2003
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    zbMATH Keywords
    ARCH models
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    aggregation
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    GARCH(1,1) model
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    random coefficients
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    Identifiers

    zbMATH DE Number
    1912601
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