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Publication:2786041
zbMath1197.91199MaRDI QIDQ2786041
Masanobu Taniguchi, Ippei Hatai, Hiroshi Shiraishi
Publication date: 16 September 2010
Full work available at URL: http://www.scientificadvances.org/journals3P5.htm
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
likelihood ratiomartingalecontiguitylarge financial marketasymptotic no-arbitragetime-varying ARCH model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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