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The JLS model with ARMA/GARCH errors - MaRDI portal

The JLS model with ARMA/GARCH errors (Q4597483)

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scientific article; zbMATH DE number 6817981
Language Label Description Also known as
English
The JLS model with ARMA/GARCH errors
scientific article; zbMATH DE number 6817981

    Statements

    title
    The JLS model with ARMA/GARCH errors (English)
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    author
    Špela Jezernik Širca
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    Matjaž Omladič
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    publication date
    13 December 2017
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    zbMATH Keywords
    graph operations
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    hierarchical diamond lattice
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    JLS model
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    financial bubbles and crashes
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    ARMA/GARCH errors
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    91B84
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    zbMATH DE Number
    6817981
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    OpenAlex ID
    W2547368715
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    Wikidata QID
    Q129367072
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