Random coefficient mixture (RCM) GARCH models (Q815363)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Random coefficient mixture (RCM) GARCH models |
scientific article; zbMATH DE number 5007017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random coefficient mixture (RCM) GARCH models |
scientific article; zbMATH DE number 5007017 |
Statements
Random coefficient mixture (RCM) GARCH models (English)
0 references
16 February 2006
0 references
GARCH
0 references
stochastic volatility
0 references
kurtosis
0 references
asset pricing
0 references
leptokurtic
0 references
volatility smile
0 references
general GARCH(1, 1) model
0 references
0 references
