scientific article; zbMATH DE number 6951458

zbMath1397.62408MaRDI QIDQ4687083

J. H. Venter, P. J. de Jongh

Publication date: 10 October 2018

Full work available at URL: https://hdl.handle.net/10520/EJC178084

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

zbMATH Keywords

GARCH modelsnormal inverse Gaussian\(z\) distributionnormal gammanormal inverse gammanormal log-normalnormal mean variance mixtures

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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