On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794)
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scientific article; zbMATH DE number 5346526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the tvGARCH(1,1) model: existence, CLT, and tail index |
scientific article; zbMATH DE number 5346526 |
Statements
On the tvGARCH(1,1) model: existence, CLT, and tail index (English)
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24 September 2008
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GARCH(1,1) model
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\(L^p\) bounded solution
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0.8329799
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0.8305719
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0.83023584
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0.82914144
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0.82143956
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0.81888694
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