A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173)
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scientific article; zbMATH DE number 6745878
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized nonlinear model for long memory conditional heteroscedasticity |
scientific article; zbMATH DE number 6745878 |
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A generalized nonlinear model for long memory conditional heteroscedasticity (English)
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14 July 2017
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asymmetric ARCH model
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LARCH model
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leverage
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long memory
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nonlinear model
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heteroscedasticity
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Rosenthal constant
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