GARCH estimation and discrete stock prices: an application to low-priced Australian stocks (Q1927389)
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scientific article; zbMATH DE number 6120147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH estimation and discrete stock prices: an application to low-priced Australian stocks |
scientific article; zbMATH DE number 6120147 |
Statements
GARCH estimation and discrete stock prices: an application to low-priced Australian stocks (English)
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1 January 2013
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EM estimation
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compass Rose
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stock return modeling
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latent variables
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