GARCH-type Models with Generalized Secant Hyperbolic Innovations (Q3368338)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH-type Models with Generalized Secant Hyperbolic Innovations |
scientific article |
Statements
GARCH-type Models with Generalized Secant Hyperbolic Innovations (English)
0 references
27 January 2006
0 references
generalized secant hyperbolic distribution
0 references
time series returns
0 references
asymmetric power ARCH (APARCH) model
0 references
