Moving average conditional heteroskedastic processes
type: Item
instance of: scholarly article
title: Moving average conditional heteroskedastic processes
zbMATH Open document ID: 0875.90209
DOI: 10.1016/0165-1765(95)00708-N
author: Minxian Yang
author: Ronald Bewley
published in: Economics Letters
publication date: 1997-02-27T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 68P20
zbMATH DE Number: 984672
zbMATH Keywords: Time series
zbMATH Keywords: Volatility
zbMATH Keywords: Conditional variance
zbMATH Keywords: C32
MaRDI profile type: Publication
cites work: Generalized autoregressive conditional heteroscedasticity
cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach
full work available at URL: 0165-1765(95)00708-n
OpenAlex ID: W2086266731
description: scientific article; zbMATH DE number 984672