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RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS - MaRDI portal

RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606)

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scientific article; zbMATH DE number 6975572
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RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS
scientific article; zbMATH DE number 6975572

    Statements

    title
    RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (English)
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    author
    Dong Li
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    Wu-qing Wu
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    publication date
    9 November 2018
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    zbMATH Keywords
    volatilities
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    GARCH models
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    Lyapunov exponent
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    Brownian motion
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    cites work
    Q5560061
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    Q4335412
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    Q5445941
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    Identifiers

    zbMATH DE Number
    6975572
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    OpenAlex ID
    W2773135364
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