Q3374310
type: Item
instance of: scholarly article
zbMATH Open document ID: 1126.91365
author: Francis X. Diebold
author: Marc Nerlove
publication date: 2006-03-09T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5010681
zbMATH Keywords: autoregressive conditional heteroskedasticity
zbMATH Keywords: volatility clustering
zbMATH Keywords: commonality
MaRDI profile type: Publication
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description: scientific article