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Stochastic volatility generated by product autoregressive models - MaRDI portal

Stochastic volatility generated by product autoregressive models

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Publication:6541506

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DOI10.1002/sta4.232MaRDI QIDQ6541506

Narayana Balakrishna, Bovas Abraham, P. Muhammed Anvar

Publication date: 19 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

estimating function generalized gamma distribution product autoregressive models

Mathematics Subject Classification ID

Statistics (62-XX)

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