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GARCH in spinor field - MaRDI portal

GARCH in spinor field (Q5233042)

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scientific article; zbMATH DE number 7105178
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English
GARCH in spinor field
scientific article; zbMATH DE number 7105178

    Statements

    title
    GARCH in spinor field (English)
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    author
    Richard Pincak
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    Kabin Kanjamapornkul
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    publication date
    13 September 2019
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    zbMATH Keywords
    volatility clustering
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    dark volatility
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    spinor field
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    GARCH
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    cites work
    Q3400731
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    Q4857347
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    62P05
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    62M10
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    81T13
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    81R25
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    81T60
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    zbMATH DE Number
    7105178
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    OpenAlex ID
    W2942032236
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    Wikidata QID
    Q127984486
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