Models of asset returns: changes of pattern from high to low event frequency (Q4610244)
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scientific article; zbMATH DE number 7002138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Models of asset returns: changes of pattern from high to low event frequency |
scientific article; zbMATH DE number 7002138 |
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Models of asset returns: changes of pattern from high to low event frequency (English)
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15 January 2019
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asset returns
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time-dependent GARCH(1,1) model
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Student \(t\) distributed innovations
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