Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Contemporaneous asymmetry in GARCH processes - MaRDI portal

Contemporaneous asymmetry in GARCH processes (Q5932779)

From MaRDI portal
scientific article; zbMATH DE number 1607367
Language Label Description Also known as
English
Contemporaneous asymmetry in GARCH processes
scientific article; zbMATH DE number 1607367

    Statements

    title
    Contemporaneous asymmetry in GARCH processes (English)
    0 references
    author
    Mohamed El Babsiri
    0 references
    Jean-Michel Zakoian
    0 references
    publication date
    14 November 2002
    0 references
    Mathematics Subject Classification ID
    62P05
    0 references
    91B84
    0 references
    62P20
    0 references
    zbMATH DE Number
    1607367
    0 references
    zbMATH Keywords
    conditional kurtosis
    0 references
    GARCH
    0 references
    stationarity
    0 references
    French stock index
    0 references
    contemporaneous asymmetry
    0 references
    quasi-maximum likelihood
    0 references
    cites work
    Q4298738
    0 references
    Q5613647
    0 references
    Quadratic ARCH Models
    0 references
    Q5445942
    0 references
    OpenAlex ID
    W2075320224
    0 references
    Wikidata QID
    Q127976621
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5932779&oldid=37489807"
    Powered by MediaWiki