Recent developments in volatility modeling and applications
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Publication:955468
DOI10.1155/JAMDS/2006/86320zbMath1459.62202OpenAlexW2034765253MaRDI QIDQ955468
A. Thavaneswaran, C. R. Bector, S. S. Appadoo
Publication date: 20 November 2008
Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/jamds/2006/86320
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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