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zbMath1225.62143MaRDI QIDQ3098447

Mingchih Lee, Kuan-Fu Shen, Yu-Jan Shen

Publication date: 17 November 2011

Full work available at URL: http://www.pphmj.com/abstract/2720.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

jump intensity normal distributions GED DJIA GARJI

Mathematics Subject Classification ID

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) Exact distribution theory in statistics (62E15)

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