Birnbaum-Saunders autoregressive conditional range model applied to stock index data

DOI10.1002/asmb.2511MaRDI QIDQ6578123

Jeremias Leão, Themis Leão, Erico Lopes, Diego C. Nascimento

Publication date: 25 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

volatilityBirnbaum-Saunders distributionfinancial dataconditional autoregressive range model

Mathematics Subject Classification ID

Statistics (62-XX)

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