Inhomogeneous Jump-GARCH Models with Applications in Financial Time Series Analysis

DOI10.1007/978-3-7908-2084-3_18zbMath1152.91724OpenAlexW50778662MaRDI QIDQ3535269

Chunhang Chen, Seisho Sato

Publication date: 10 November 2008

Published in: COMPSTAT 2008 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2084-3_18

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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