Birnbaum-Saunders autoregressive conditional range model applied to stock index data (Q6578123)
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scientific article; zbMATH DE number 7886526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Birnbaum-Saunders autoregressive conditional range model applied to stock index data |
scientific article; zbMATH DE number 7886526 |
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Birnbaum-Saunders autoregressive conditional range model applied to stock index data (English)
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25 July 2024
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Birnbaum-Saunders distribution
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conditional autoregressive range model
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financial data
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volatility
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