Tree-structured generalized autoregressive conditional heteroscedastic models (Q2773205)
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scientific article; zbMATH DE number 1709344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tree-structured generalized autoregressive conditional heteroscedastic models |
scientific article; zbMATH DE number 1709344 |
Statements
10 June 2002
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conditional variance
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generalized autoregressive conditional heteroscedastic model
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maximum likelihood
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threshold model
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tree model
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volatility
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financial time series
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Tree-structured generalized autoregressive conditional heteroscedastic models (English)
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