The JLS model with ARMA/GARCH errors

DOI10.26493/1855-3974.746.DABzbMath1376.62070OpenAlexW2547368715WikidataQ129367072 ScholiaQ129367072MaRDI QIDQ4597483

Špela Jezernik Širca, Matjaž Omladič

Publication date: 13 December 2017

Published in: Ars Mathematica Contemporanea (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.26493/1855-3974.746.dab

zbMATH Keywords

graph operationsJLS modelARMA/GARCH errorsfinancial bubbles and crasheshierarchical diamond lattice

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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