A new conditionally heteroscedastic model for asset returns time series (Q2918309)
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scientific article; zbMATH DE number 6091919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new conditionally heteroscedastic model for asset returns time series |
scientific article; zbMATH DE number 6091919 |
Statements
5 October 2012
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asset returns time series
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conditional heteroscedastic model
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tail value at risk
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0.94929516
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0.8724304
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0.86843693
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0.86549854
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A new conditionally heteroscedastic model for asset returns time series (English)
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