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A new stochastically flexible event methodology with application to proposition 103 (Q1962830)

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scientific article; zbMATH DE number 1396357
Language Label Description Also known as
English
A new stochastically flexible event methodology with application to proposition 103
scientific article; zbMATH DE number 1396357

    Statements

    title
    A new stochastically flexible event methodology with application to proposition 103 (English)
    0 references
    author
    Hwei-Mei Chen
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    James R. Garven
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    Patrick L. Brockett
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    publication date
    6 September 2000
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    zbMATH Keywords
    dynamic market model
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    GARCH
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    proposition 103
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    ARCH
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    cumulative sums
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B26
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    91B28
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    zbMATH DE Number
    1396357
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    OpenAlex ID
    W2162100342
    0 references
     
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