Unobserved component models with asymmetric conditional variances (Q959303)
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: Unobserved component models with asymmetric conditional variances |
scientific article; zbMATH DE number 5381672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unobserved component models with asymmetric conditional variances |
scientific article; zbMATH DE number 5381672 |
Statements
Unobserved component models with asymmetric conditional variances (English)
0 references
11 December 2008
0 references
auxiliary residuals
0 references
financial series
0 references
GARCH
0 references
inflation
0 references
leverage effect
0 references
QARCH
0 references
structural time series models
0 references
0 references
