RCA models: joint prediction of mean and volatility (Q1950658)
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: RCA models: joint prediction of mean and volatility |
scientific article; zbMATH DE number 6162702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RCA models: joint prediction of mean and volatility |
scientific article; zbMATH DE number 6162702 |
Statements
RCA models: joint prediction of mean and volatility (English)
0 references
13 May 2013
0 references
financial data
0 references
random coefficient autoregressions
0 references
recursive estimation
0 references
spectral density
0 references
squared process
0 references
