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Publication:3374311
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zbMATH Open1127.91337MaRDI QIDQ3374311

Author name not available (Why is that?)

Publication date: 9 March 2006



Title of this publication is not available (Why is that?)


zbMATH Keywords

likelihood functionautoregressive conditional heteroscedasticity


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)



Related Items (4)

Supplementary variable technique in stochastic models ⋮ Multivariate modelling of the autoregressive random variance process ⋮ Multivariate Stochastic Dominance and Moments ⋮ Title not available (Why is that?)






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