Processes for stocks capturing their statistical properties from one day to one year (Q5245352)
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scientific article; zbMATH DE number 6423401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Processes for stocks capturing their statistical properties from one day to one year |
scientific article; zbMATH DE number 6423401 |
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Processes for stocks capturing their statistical properties from one day to one year (English)
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8 April 2015
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ARCH
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empirical time series analysis
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equities
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heteroskedasticity
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long memory
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non-Gaussian distributions
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leverage effect
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