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The log-periodic-AR(1)-GARCH(1,1) model for financial crashes - MaRDI portal

The log-periodic-AR(1)-GARCH(1,1) model for financial crashes (Q978701)

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The log-periodic-AR(1)-GARCH(1,1) model for financial crashes
scientific article

    Statements

    title
    The log-periodic-AR(1)-GARCH(1,1) model for financial crashes (English)
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    author
    L. Gazola
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    R. Riera
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    Cristiano Fernandes
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    Adrian Pizzinga
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    publication date
    25 June 2010
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    cites work
    Q4429832
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    Q4840212
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    Identifiers

    Mathematics Subject Classification ID
    91B80
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    91B82
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    91G70
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    zbMATH DE Number
    5726275
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    OpenAlex ID
    W2045485265
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    arXiv ID
    0801.4341
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