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Estimation in real data set by Split-ARCH model - MaRDI portal

Estimation in real data set by Split-ARCH model (Q5452454)

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scientific article; zbMATH DE number 5259250
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English
Estimation in real data set by Split-ARCH model
scientific article; zbMATH DE number 5259250

    Statements

    title
    Estimation in real data set by Split-ARCH model (English)
    0 references
    DOI
    10.2298/FIL0702133S
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    published in
    Filomat
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    publication date
    4 April 2008
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    Mathematics Subject Classification ID
    62M10
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    62F12
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    62P05
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    91B84
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    zbMATH DE Number
    5259250
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    zbMATH Keywords
    extrapolation
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    stationarity
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    volatility
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