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Q4687083 - MaRDI portal

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scientific article; zbMATH DE number 6951458
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English
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scientific article; zbMATH DE number 6951458

    Statements

    author
    P. J. de Jongh
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    J. H. Venter
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    publication date
    10 October 2018
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    zbMATH Keywords
    GARCH models
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    normal gamma
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    normal inverse gamma
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    normal inverse Gaussian
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    normal log-normal
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    normal mean variance mixtures
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    \(z\) distribution
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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
    6951458
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