Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848)
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scientific article; zbMATH DE number 5115444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches |
scientific article; zbMATH DE number 5115444 |
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Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (English)
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11 January 2007
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complexity
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GARCH/ARMA
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Stochastic-Volatility
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risk and uncertainty
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psychology
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non-linear analysis
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