On periodic EGARCH models (Q5867420)
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scientific article; zbMATH DE number 7584523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On periodic EGARCH models |
scientific article; zbMATH DE number 7584523 |
Statements
On periodic EGARCH models (English)
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14 September 2022
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periodic EGARCH model
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periodically correlated process
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strict and second moment periodically stationary model
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0.8568579
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0.8492178
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0.84779453
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