A Class of Nonlinear Arch Models (Q3988473)
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scientific article; zbMATH DE number 32588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Class of Nonlinear Arch Models |
scientific article; zbMATH DE number 32588 |
Statements
A Class of Nonlinear Arch Models (English)
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28 June 1992
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autoregressive conditional heteroskedasticity model
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nonlinear ARCH models
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functional forms
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Lagrange multiplier test
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weakly exchange rate series
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0.9205008
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0.9143568
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0.90934217
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0.89470476
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