Moments of the ARMA–EGARCH model (Q4439303)
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scientific article; zbMATH DE number 2016629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the ARMA–EGARCH model |
scientific article; zbMATH DE number 2016629 |
Statements
Moments of the ARMA–EGARCH model (English)
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16 March 2004
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autocorrelations
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exponential GARCH
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stock returns
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0.8716847
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0.87143594
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